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 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 10'000 CHF | 5'000 CHF | 100.00% | 100.00% |
12.07.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 992'608 | 250'000 | 9'926 CHF | 5'000 CHF | 99.68% | 99.68% |
11.07.2024 | 62.47% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 11'259 CHF | 5'315 CHF | 98.85% | 98.85% |
10.07.2024 | 52.30% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 14'311 CHF | 6'078 CHF | 96.08% | 96.08% |
09.07.2024 | 50.12% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 14'964 CHF | 6'241 CHF | 99.67% | 99.67% |
08.07.2024 | 42.49% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 18'916 CHF | 7'229 CHF | 99.84% | 99.84% |
05.07.2024 | 40.26% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 19'872 CHF | 7'468 CHF | 100.00% | 100.00% |
04.07.2024 | 48.83% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 15'587 CHF | 6'397 CHF | 100.00% | 100.00% |
03.07.2024 | 40.77% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 19'613 CHF | 7'403 CHF | 99.23% | 99.23% |
02.07.2024 | 49.71% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 15'144 CHF | 6'286 CHF | 99.66% | 99.66% |