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 | 19.61% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 1'000'000 | 315'338 | 46'079 CHF | 17'862 CHF | 100.00% | 100.00% |
12.07.2024 | 19.54% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 309'627 | 46'259 CHF | 17'607 CHF | 99.67% | 99.67% |
11.07.2024 | 18.89% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 973'977 | 382'045 | 47'109 CHF | 22'808 CHF | 98.39% | 98.39% |
10.07.2024 | 23.37% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 37'927 CHF | 11'982 CHF | 96.07% | 96.07% |
09.07.2024 | 27.97% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 30'846 CHF | 10'212 CHF | 99.64% | 99.64% |
08.07.2024 | 26.66% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 32'731 CHF | 10'683 CHF | 99.85% | 99.85% |
05.07.2024 | 36.53% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 22'831 CHF | 8'208 CHF | 100.00% | 100.00% |
04.07.2024 | 50.83% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 14'750 CHF | 6'187 CHF | 100.00% | 100.00% |
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 | 99.25% | 99.25% |
02.07.2024 | 46.49% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 16'753 CHF | 6'688 CHF | 99.66% | 99.66% |