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 | 22.61% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 39'307 CHF | 12'327 CHF | 100.00% | 100.00% |
12.07.2024 | 22.22% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 40'000 CHF | 12'500 CHF | 99.97% | 99.97% |
11.07.2024 | 22.22% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 984'681 | 250'000 | 39'387 CHF | 12'500 CHF | 97.83% | 97.83% |
10.07.2024 | 21.17% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 42'367 CHF | 13'092 CHF | 96.18% | 96.18% |
09.07.2024 | 20.50% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 43'876 CHF | 13'469 CHF | 99.64% | 99.64% |
08.07.2024 | 23.04% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 38'527 CHF | 12'132 CHF | 100.00% | 100.00% |
05.07.2024 | 21.10% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 42'517 CHF | 13'129 CHF | 100.00% | 100.00% |
04.07.2024 | 21.13% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 254'903 | 42'462 CHF | 13'385 CHF | 100.00% | 100.00% |
03.07.2024 | 18.99% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 999'012 | 389'478 | 47'727 CHF | 22'799 CHF | 99.32% | 99.32% |
02.07.2024 | - | - CHF | - CHF | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |