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 | 30.06% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 28'493 CHF | 9'623 CHF | 100.00% | 100.00% |
12.07.2024 | 22.44% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 39'721 CHF | 12'430 CHF | 99.69% | 99.69% |
11.07.2024 | 32.30% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 992'194 | 250'000 | 25'885 CHF | 9'020 CHF | 98.58% | 98.58% |
10.07.2024 | 34.57% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 24'097 CHF | 8'524 CHF | 96.11% | 96.11% |
09.07.2024 | 34.30% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 24'277 CHF | 8'569 CHF | 99.65% | 99.65% |
08.07.2024 | 29.79% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 28'850 CHF | 9'712 CHF | 99.85% | 99.85% |
05.07.2024 | 22.89% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 38'819 CHF | 12'205 CHF | 100.00% | 100.00% |
04.07.2024 | 26.25% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 33'248 CHF | 10'812 CHF | 100.00% | 100.00% |
03.07.2024 | 27.19% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 31'937 CHF | 10'484 CHF | 99.23% | 99.23% |
02.07.2024 | 26.27% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 33'229 CHF | 10'807 CHF | 99.66% | 99.66% |