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 | 27.10% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 32'063 CHF | 10'516 CHF | 100.00% | 100.00% |
12.07.2024 | 25.83% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 992'338 | 250'000 | 33'604 CHF | 10'959 CHF | 99.69% | 99.69% |
11.07.2024 | 28.29% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 992'152 | 250'000 | 30'163 CHF | 10'100 CHF | 98.67% | 98.67% |
10.07.2024 | 25.00% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 35'000 CHF | 11'250 CHF | 96.07% | 96.07% |
09.07.2024 | 25.00% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 35'000 CHF | 11'250 CHF | 99.66% | 99.66% |
08.07.2024 | 25.50% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 34'294 CHF | 11'073 CHF | 99.85% | 99.85% |
05.07.2024 | 28.52% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 30'075 CHF | 10'019 CHF | 100.00% | 100.00% |
04.07.2024 | 28.57% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 30'004 CHF | 10'001 CHF | 100.00% | 100.00% |
03.07.2024 | 26.77% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 32'522 CHF | 10'631 CHF | 99.24% | 99.24% |
02.07.2024 | 24.88% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 35'210 CHF | 11'303 CHF | 99.68% | 99.68% |