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 | 62.10% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 11'369 CHF | 5'342 CHF | 100.00% | 100.00% |
12.07.2024 | 51.30% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 993'581 | 250'000 | 14'515 CHF | 6'153 CHF | 98.39% | 98.39% |
11.07.2024 | 61.11% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 992'272 | 250'000 | 11'562 CHF | 5'416 CHF | 98.99% | 98.99% |
10.07.2024 | 62.89% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 11'132 CHF | 5'283 CHF | 99.78% | 99.78% |
09.07.2024 | 61.32% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 11'605 CHF | 5'401 CHF | 100.00% | 100.00% |
08.07.2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 15'000 CHF | 6'250 CHF | 98.97% | 98.97% |
05.07.2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 15'000 CHF | 6'250 CHF | 100.00% | 100.00% |
04.07.2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 15'000 CHF | 6'250 CHF | 98.16% | 98.16% |
03.07.2024 | 50.87% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 14'740 CHF | 6'185 CHF | 100.00% | 100.00% |
02.07.2024 | 56.62% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 13'014 CHF | 5'753 CHF | 100.00% | 100.00% |