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 | 26.92% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 32'309 CHF | 10'577 CHF | 100.00% | 100.00% |
12.07.2024 | 23.46% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 992'582 | 250'000 | 37'512 CHF | 11'956 CHF | 99.69% | 99.69% |
11.07.2024 | 20.48% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 992'126 | 260'583 | 43'578 CHF | 14'069 CHF | 98.68% | 98.68% |
10.07.2024 | 20.35% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 255'438 | 44'247 CHF | 13'878 CHF | 96.07% | 96.07% |
09.07.2024 | 19.54% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 351'893 | 46'398 CHF | 20'205 CHF | 99.66% | 99.66% |
08.07.2024 | 16.94% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 935'366 | 475'096 | 50'562 CHF | 30'441 CHF | 99.84% | 99.84% |
05.07.2024 | 17.32% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 959'345 | 486'448 | 50'634 CHF | 30'552 CHF | 100.00% | 100.00% |
04.07.2024 | 19.42% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 339'911 | 46'606 CHF | 19'466 CHF | 100.00% | 100.00% |
03.07.2024 | 18.76% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 1'000'000 | 412'658 | 48'404 CHF | 24'304 CHF | 99.23% | 99.23% |
02.07.2024 | 21.61% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 41'379 CHF | 12'845 CHF | 99.66% | 99.66% |