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 | 49.31% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 15'344 CHF | 6'336 CHF | 100.00% | 100.00% |
12.07.2024 | 48.63% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 993'357 | 250'000 | 15'585 CHF | 6'421 CHF | 99.68% | 99.68% |
11.07.2024 | 47.28% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 992'096 | 250'000 | 16'220 CHF | 6'590 CHF | 98.79% | 98.79% |
10.07.2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 15'000 CHF | 6'250 CHF | 96.09% | 96.09% |
09.07.2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 15'000 CHF | 6'250 CHF | 99.65% | 99.65% |
08.07.2024 | 42.02% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 18'988 CHF | 7'247 CHF | 99.84% | 99.84% |
05.07.2024 | 40.11% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 19'947 CHF | 7'487 CHF | 100.00% | 100.00% |
04.07.2024 | 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% |
03.07.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 20'000 CHF | 7'500 CHF | 99.25% | 99.25% |
02.07.2024 | 46.63% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 16'687 CHF | 6'672 CHF | 99.66% | 99.66% |