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 | 25.99% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 33'608 CHF | 10'902 CHF | 100.00% | 100.00% |
12.07.2024 | 27.21% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 992'336 | 250'000 | 31'638 CHF | 10'477 CHF | 99.69% | 99.69% |
11.07.2024 | 24.99% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 992'155 | 250'000 | 34'735 CHF | 11'253 CHF | 98.66% | 98.66% |
10.07.2024 | 27.00% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 32'206 CHF | 10'551 CHF | 96.07% | 96.07% |
09.07.2024 | 26.85% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 32'410 CHF | 10'603 CHF | 99.67% | 99.67% |
08.07.2024 | 24.86% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 35'272 CHF | 11'318 CHF | 99.84% | 99.84% |
05.07.2024 | 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% |
04.07.2024 | 22.06% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 40'368 CHF | 12'592 CHF | 100.00% | 100.00% |
03.07.2024 | 22.21% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 40'027 CHF | 12'507 CHF | 99.24% | 99.24% |
02.07.2024 | 22.61% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 39'306 CHF | 12'326 CHF | 99.67% | 99.67% |