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 | 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% |
12.07.2024 | 49.60% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 980'191 | 250'000 | 14'904 CHF | 6'300 CHF | 98.38% | 98.38% |
11.07.2024 | 47.10% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 977'713 | 250'000 | 16'018 CHF | 6'624 CHF | 98.76% | 98.76% |
10.07.2024 | 28.43% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 30'199 CHF | 10'050 CHF | 99.78% | 99.78% |
09.07.2024 | 25.31% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 34'632 CHF | 11'158 CHF | 100.00% | 100.00% |
08.07.2024 | 23.27% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 989'939 | 250'000 | 37'769 CHF | 12'043 CHF | 98.98% | 98.98% |
05.07.2024 | 22.21% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 40'038 CHF | 12'509 CHF | 99.62% | 99.62% |
04.07.2024 | 22.49% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 994'562 | 250'000 | 39'454 CHF | 12'418 CHF | 98.16% | 98.16% |
03.07.2024 | 29.29% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 249'967 | 29'241 CHF | 9'809 CHF | 100.00% | 100.00% |
02.07.2024 | 33.74% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 24'692 CHF | 8'673 CHF | 100.00% | 100.00% |