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 | 28.57% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 30'000 CHF | 10'000 CHF | 99.81% | 99.81% |
12.07.2024 | 32.11% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 26'279 CHF | 9'070 CHF | 99.76% | 99.76% |
11.07.2024 | 37.79% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 21'696 CHF | 7'924 CHF | 100.00% | 100.00% |
10.07.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 20'000 CHF | 7'500 CHF | 94.51% | 94.51% |
09.07.2024 | 38.64% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 21'019 CHF | 7'755 CHF | 99.48% | 99.48% |
08.07.2024 | 35.94% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 23'042 CHF | 8'260 CHF | 99.81% | 99.81% |
05.07.2024 | 33.32% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 25'018 CHF | 8'755 CHF | 99.81% | 99.81% |
04.07.2024 | 33.17% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 25'168 CHF | 8'792 CHF | 99.81% | 99.81% |
03.07.2024 | 33.12% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 25'227 CHF | 8'807 CHF | 99.14% | 99.14% |
02.07.2024 | 28.57% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 30'000 CHF | 10'000 CHF | 99.42% | 99.42% |