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 | 29.34% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 29'755 CHF | 9'939 CHF | 100.00% | 100.00% |
12.07.2024 | 32.38% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 993'417 | 250'000 | 25'841 CHF | 9'001 CHF | 98.40% | 98.40% |
11.07.2024 | 27.91% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 992'285 | 250'000 | 30'701 CHF | 10'233 CHF | 98.98% | 98.98% |
10.07.2024 | 28.57% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 30'000 CHF | 10'000 CHF | 99.77% | 99.77% |
09.07.2024 | 28.57% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 33'169 CHF | 10'792 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 | 50.00% | 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% |
02.07.2024 | 36.75% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 22'511 CHF | 8'128 CHF | 100.00% | 100.00% |