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 | 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% |
12.07.2024 | 39.09% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 992'354 | 250'000 | 20'533 CHF | 7'671 CHF | 99.69% | 99.69% |
11.07.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 992'154 | 250'000 | 19'843 CHF | 7'500 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 | 96.07% | 96.07% |
09.07.2024 | 39.78% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 20'162 CHF | 7'540 CHF | 99.67% | 99.67% |
08.07.2024 | 39.43% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 20'425 CHF | 7'606 CHF | 99.85% | 99.85% |
05.07.2024 | 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% |
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 | 39.99% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 20'009 CHF | 7'502 CHF | 99.25% | 99.25% |
02.07.2024 | 35.57% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 23'321 CHF | 8'330 CHF | 99.68% | 99.68% |