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 | 27.66% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 31'279 CHF | 10'320 CHF | 100.00% | 100.00% |
12.07.2024 | 28.02% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 993'121 | 250'000 | 30'570 CHF | 10'194 CHF | 99.66% | 99.66% |
11.07.2024 | 29.47% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 992'110 | 250'000 | 28'819 CHF | 9'764 CHF | 98.75% | 98.75% |
10.07.2024 | 32.99% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 25'364 CHF | 8'841 CHF | 96.09% | 96.09% |
09.07.2024 | 33.28% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 25'051 CHF | 8'763 CHF | 99.66% | 99.66% |
08.07.2024 | 26.14% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 33'521 CHF | 10'880 CHF | 99.84% | 99.84% |
05.07.2024 | 25.09% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 35'029 CHF | 11'257 CHF | 100.00% | 100.00% |
04.07.2024 | 24.98% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 35'043 CHF | 11'261 CHF | 100.00% | 100.00% |
03.07.2024 | 28.53% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 30'064 CHF | 10'016 CHF | 99.25% | 99.25% |
02.07.2024 | 30.05% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 28'448 CHF | 9'612 CHF | 99.67% | 99.67% |