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 | 28.57% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 30'000 CHF | 10'000 CHF | 100.00% | 100.00% |
12.07.2024 | 28.57% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 30'000 CHF | 10'000 CHF | 99.67% | 99.67% |
11.07.2024 | 26.82% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 992'213 | 250'000 | 32'211 CHF | 10'612 CHF | 98.51% | 98.51% |
10.07.2024 | 25.05% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 34'930 CHF | 11'233 CHF | 96.07% | 96.07% |
09.07.2024 | 24.98% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 35'032 CHF | 11'258 CHF | 99.66% | 99.66% |
08.07.2024 | 26.58% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 32'784 CHF | 10'696 CHF | 99.85% | 99.85% |
05.07.2024 | 25.75% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 33'947 CHF | 10'987 CHF | 100.00% | 100.00% |
04.07.2024 | 27.95% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 30'869 CHF | 10'217 CHF | 100.00% | 100.00% |
03.07.2024 | 25.06% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 34'915 CHF | 11'229 CHF | 99.25% | 99.25% |
02.07.2024 | 22.83% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 38'910 CHF | 12'228 CHF | 99.68% | 99.68% |