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 | 24.64% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 35'655 CHF | 11'414 CHF | 100.00% | 100.00% |
12.07.2024 | 24.99% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 993'260 | 250'000 | 34'776 CHF | 11'253 CHF | 99.69% | 99.69% |
11.07.2024 | 25.14% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 992'101 | 250'000 | 34'526 CHF | 11'201 CHF | 98.78% | 98.78% |
10.07.2024 | 26.06% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 33'511 CHF | 10'878 CHF | 96.11% | 96.11% |
09.07.2024 | 27.44% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 31'591 CHF | 10'398 CHF | 99.65% | 99.65% |
08.07.2024 | 24.92% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 35'305 CHF | 11'326 CHF | 99.84% | 99.84% |
05.07.2024 | 22.19% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 40'084 CHF | 12'521 CHF | 100.00% | 100.00% |
04.07.2024 | 22.22% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 40'000 CHF | 12'500 CHF | 100.00% | 100.00% |
03.07.2024 | 22.22% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 40'012 CHF | 12'503 CHF | 99.25% | 99.25% |
02.07.2024 | 25.00% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 35'000 CHF | 11'250 CHF | 99.67% | 99.67% |