Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
15.07.2024 | 24.14% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 36'550 CHF | 11'637 CHF | 100.00% | 100.00% |
12.07.2024 | 23.60% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 37'524 CHF | 11'881 CHF | 99.77% | 99.77% |
11.07.2024 | 24.05% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 36'718 CHF | 11'679 CHF | 100.00% | 100.00% |
10.07.2024 | 24.90% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 35'187 CHF | 11'297 CHF | 94.70% | 94.70% |
09.07.2024 | 24.82% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 35'317 CHF | 11'329 CHF | 99.67% | 99.67% |
08.07.2024 | 21.44% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 41'761 CHF | 12'940 CHF | 100.00% | 100.00% |
05.07.2024 | 22.22% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 40'000 CHF | 12'500 CHF | 100.00% | 100.00% |
04.07.2024 | 22.23% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 39'982 CHF | 12'496 CHF | 100.00% | 100.00% |
03.07.2024 | 22.21% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 40'030 CHF | 12'507 CHF | 99.33% | 99.33% |
02.07.2024 | 22.22% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 40'000 CHF | 12'500 CHF | 99.61% | 99.61% |