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 | 42.08% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 18'958 CHF | 7'240 CHF | 99.06% | 99.06% |
12.07.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 20'000 CHF | 7'500 CHF | 98.84% | 98.84% |
11.07.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 992'121 | 250'000 | 19'842 CHF | 7'500 CHF | 97.56% | 97.56% |
10.07.2024 | 40.40% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 19'801 CHF | 7'450 CHF | 95.14% | 95.14% |
09.07.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 20'000 CHF | 7'500 CHF | 98.69% | 98.69% |
08.07.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 988'206 | 250'000 | 19'764 CHF | 7'500 CHF | 98.58% | 98.58% |
05.07.2024 | 39.96% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 20'029 CHF | 7'507 CHF | 99.17% | 99.17% |
04.07.2024 | 39.98% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 20'012 CHF | 7'503 CHF | 99.18% | 99.18% |
03.07.2024 | 35.10% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 23'677 CHF | 8'419 CHF | 98.45% | 98.45% |
02.07.2024 | 34.35% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 24'234 CHF | 8'559 CHF | 98.84% | 98.84% |