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 | 36.33% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 993'535 | 250'000 | 22'587 CHF | 8'187 CHF | 98.41% | 98.41% |
11.07.2024 | 38.96% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 992'265 | 250'000 | 20'624 CHF | 7'695 CHF | 98.99% | 98.99% |
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 | 99.76% | 99.76% |
09.07.2024 | 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% |
08.07.2024 | 35.06% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 23'708 CHF | 8'427 CHF | 98.97% | 98.97% |
05.07.2024 | 33.26% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 25'073 CHF | 8'768 CHF | 100.00% | 100.00% |
04.07.2024 | 33.37% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 24'973 CHF | 8'743 CHF | 98.16% | 98.16% |
03.07.2024 | 39.31% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 20'521 CHF | 7'630 CHF | 100.00% | 100.00% |
02.07.2024 | 39.57% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 20'322 CHF | 7'580 CHF | 100.00% | 100.00% |