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 | 31.14% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 27'306 CHF | 9'327 CHF | 100.00% | 100.00% |
12.07.2024 | 29.24% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 992'513 | 250'000 | 29'080 CHF | 9'825 CHF | 99.67% | 99.67% |
11.07.2024 | 32.13% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 26'263 CHF | 9'066 CHF | 98.80% | 98.80% |
10.07.2024 | 33.34% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 24'997 CHF | 8'749 CHF | 96.10% | 96.10% |
09.07.2024 | 34.39% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 24'207 CHF | 8'552 CHF | 99.66% | 99.66% |
08.07.2024 | 25.04% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 252'612 | 35'612 CHF | 11'535 CHF | 99.83% | 99.83% |
05.07.2024 | 22.12% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 40'294 CHF | 12'573 CHF | 100.00% | 100.00% |
04.07.2024 | 21.19% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 42'409 CHF | 13'102 CHF | 100.00% | 100.00% |
03.07.2024 | 26.63% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 32'721 CHF | 10'680 CHF | 99.24% | 99.24% |
02.07.2024 | 32.99% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 25'357 CHF | 8'839 CHF | 99.67% | 99.67% |