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 | 19.00% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 388'140 | 47'752 CHF | 22'682 CHF | 100.00% | 100.00% |
12.07.2024 | 19.73% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 293'233 | 45'748 CHF | 16'511 CHF | 99.78% | 99.78% |
11.07.2024 | 21.33% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 1'000'000 | 262'985 | 42'059 CHF | 13'774 CHF | 100.00% | 100.00% |
10.07.2024 | 23.47% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 37'761 CHF | 11'940 CHF | 94.70% | 94.70% |
09.07.2024 | 23.86% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 37'060 CHF | 11'765 CHF | 99.67% | 99.67% |
08.07.2024 | 20.06% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 44'873 CHF | 13'718 CHF | 100.00% | 100.00% |
05.07.2024 | 21.72% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 41'127 CHF | 12'782 CHF | 100.00% | 100.00% |
04.07.2024 | 22.48% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 39'543 CHF | 12'386 CHF | 100.00% | 100.00% |
03.07.2024 | 24.48% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 35'933 CHF | 11'483 CHF | 99.33% | 99.33% |
02.07.2024 | 28.27% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 30'427 CHF | 10'107 CHF | 99.62% | 99.62% |