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 | 54.10% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 13'771 CHF | 5'943 CHF | 100.00% | 100.00% |
12.07.2024 | 47.60% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 992'582 | 250'000 | 16'052 CHF | 6'550 CHF | 99.69% | 99.69% |
11.07.2024 | 41.30% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 992'125 | 250'000 | 19'193 CHF | 7'338 CHF | 98.69% | 98.69% |
10.07.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 20'000 CHF | 7'500 CHF | 96.08% | 96.08% |
09.07.2024 | 39.83% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 20'126 CHF | 7'532 CHF | 99.67% | 99.67% |
08.07.2024 | 34.09% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 24'523 CHF | 8'631 CHF | 99.84% | 99.84% |
05.07.2024 | 34.44% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 24'172 CHF | 8'543 CHF | 100.00% | 100.00% |
04.07.2024 | 39.79% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 20'157 CHF | 7'539 CHF | 100.00% | 100.00% |
03.07.2024 | 37.44% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 21'919 CHF | 7'980 CHF | 99.23% | 99.23% |
02.07.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 20'000 CHF | 7'500 CHF | 99.66% | 99.66% |