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 | 39.26% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 20'556 CHF | 7'639 CHF | 100.00% | 100.00% |
12.07.2024 | 39.72% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 20'208 CHF | 7'552 CHF | 99.68% | 99.68% |
11.07.2024 | 39.10% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 992'243 | 250'000 | 21'235 CHF | 7'857 CHF | 98.39% | 98.39% |
10.07.2024 | 46.71% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 16'873 CHF | 6'718 CHF | 96.09% | 96.09% |
09.07.2024 | 54.81% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 13'558 CHF | 5'889 CHF | 99.64% | 99.64% |
08.07.2024 | 43.94% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 18'029 CHF | 7'007 CHF | 99.85% | 99.85% |
05.07.2024 | 69.75% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 9'537 CHF | 4'884 CHF | 100.00% | 100.00% |
04.07.2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 5'000 CHF | 3'750 CHF | 100.00% | 100.00% |
03.07.2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 5'000 CHF | 3'750 CHF | 99.24% | 99.24% |
02.07.2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 5'000 CHF | 3'750 CHF | 99.66% | 99.66% |