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 | 39.45% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 20'409 CHF | 7'602 CHF | 100.00% | 100.00% |
12.07.2024 | 39.60% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 992'359 | 250'000 | 20'112 CHF | 7'576 CHF | 99.69% | 99.69% |
11.07.2024 | 35.01% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 992'155 | 250'000 | 23'548 CHF | 8'436 CHF | 98.67% | 98.67% |
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 | 96.08% | 96.08% |
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 | 34.41% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 24'194 CHF | 8'548 CHF | 99.84% | 99.84% |
05.07.2024 | 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% |
04.07.2024 | 32.02% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 26'374 CHF | 9'093 CHF | 100.00% | 100.00% |
03.07.2024 | 32.01% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 26'392 CHF | 9'098 CHF | 99.23% | 99.23% |
02.07.2024 | 33.33% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 25'000 CHF | 8'750 CHF | 99.67% | 99.67% |