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 | 66.16% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 10'152 CHF | 5'038 CHF | 100.00% | 100.00% |
12.07.2024 | 50.60% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 978'213 | 246'828 | 14'494 CHF | 6'126 CHF | 98.37% | 98.37% |
11.07.2024 | 52.39% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 974'355 | 245'676 | 13'863 CHF | 5'954 CHF | 98.75% | 98.75% |
10.07.2024 | 33.33% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 25'000 CHF | 8'750 CHF | 99.80% | 99.80% |
09.07.2024 | 33.03% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 25'324 CHF | 8'831 CHF | 100.00% | 100.00% |
08.07.2024 | 31.41% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 987'635 | 246'984 | 26'649 CHF | 9'134 CHF | 98.97% | 98.97% |
05.07.2024 | 28.57% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 29'999 CHF | 10'000 CHF | 99.62% | 99.62% |
04.07.2024 | 29.67% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 993'254 | 248'361 | 28'762 CHF | 9'676 CHF | 98.16% | 98.16% |
03.07.2024 | 38.73% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 20'956 CHF | 7'739 CHF | 100.00% | 100.00% |
02.07.2024 | 43.09% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 18'457 CHF | 7'114 CHF | 100.00% | 100.00% |