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 | 50.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 15'000 CHF | 6'250 CHF | 100.00% | 100.00% |
12.07.2024 | 40.84% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 19'580 CHF | 7'395 CHF | 99.76% | 99.76% |
11.07.2024 | 43.05% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 18'477 CHF | 7'119 CHF | 100.00% | 100.00% |
10.07.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 20'000 CHF | 7'500 CHF | 94.70% | 94.70% |
09.07.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 20'000 CHF | 7'500 CHF | 99.67% | 99.67% |
08.07.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 20'000 CHF | 7'500 CHF | 100.00% | 100.00% |
05.07.2024 | 33.58% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 24'818 CHF | 8'705 CHF | 100.00% | 100.00% |
04.07.2024 | 33.33% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 25'000 CHF | 8'750 CHF | 100.00% | 100.00% |
03.07.2024 | 31.76% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 26'647 CHF | 9'162 CHF | 99.33% | 99.33% |
02.07.2024 | 28.57% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 30'000 CHF | 10'000 CHF | 99.61% | 99.61% |