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 | 26.84% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 32'425 CHF | 10'606 CHF | 100.00% | 100.00% |
12.07.2024 | 27.35% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 979'852 | 250'000 | 31'709 CHF | 10'538 CHF | 98.44% | 98.44% |
11.07.2024 | 33.94% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 992'164 | 250'000 | 24'406 CHF | 8'651 CHF | 99.26% | 99.26% |
10.07.2024 | 29.18% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 29'376 CHF | 9'844 CHF | 99.80% | 99.80% |
09.07.2024 | 38.26% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 21'303 CHF | 7'826 CHF | 100.00% | 100.00% |
08.07.2024 | 38.82% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 989'948 | 250'000 | 20'713 CHF | 7'741 CHF | 98.98% | 98.98% |
05.07.2024 | 34.07% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 24'451 CHF | 8'613 CHF | 100.00% | 100.00% |
04.07.2024 | 33.33% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 994'569 | 250'000 | 24'864 CHF | 8'750 CHF | 98.16% | 98.16% |
03.07.2024 | 29.98% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 28'731 CHF | 9'683 CHF | 100.00% | 100.00% |
02.07.2024 | 22.55% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 39'523 CHF | 12'381 CHF | 100.00% | 100.00% |