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 | 28.49% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 30'115 CHF | 10'029 CHF | 100.00% | 100.00% |
12.07.2024 | 26.00% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 992'608 | 250'000 | 33'377 CHF | 10'909 CHF | 99.68% | 99.68% |
11.07.2024 | 23.24% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 992'125 | 250'000 | 37'847 CHF | 12'041 CHF | 98.70% | 98.70% |
10.07.2024 | 23.24% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 38'166 CHF | 12'041 CHF | 96.09% | 96.09% |
09.07.2024 | 22.64% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 39'371 CHF | 12'343 CHF | 99.66% | 99.66% |
08.07.2024 | 20.14% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 286'193 | 44'791 CHF | 15'844 CHF | 99.84% | 99.84% |
05.07.2024 | 20.22% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 44'495 CHF | 13'624 CHF | 100.00% | 100.00% |
04.07.2024 | 22.23% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 39'985 CHF | 12'496 CHF | 100.00% | 100.00% |
03.07.2024 | 22.11% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 40'262 CHF | 12'566 CHF | 99.23% | 99.23% |
02.07.2024 | 24.93% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 35'121 CHF | 11'280 CHF | 99.66% | 99.66% |