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 | 23.77% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 37'206 CHF | 11'802 CHF | 100.00% | 100.00% |
12.07.2024 | 22.22% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 986'631 | 250'000 | 39'465 CHF | 12'500 CHF | 97.74% | 97.74% |
11.07.2024 | 24.40% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 36'121 CHF | 11'530 CHF | 99.44% | 99.44% |
10.07.2024 | 26.62% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 32'734 CHF | 10'684 CHF | 99.77% | 99.77% |
09.07.2024 | 25.11% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 34'845 CHF | 11'211 CHF | 100.00% | 100.00% |
08.07.2024 | 23.22% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 989'185 | 250'000 | 37'777 CHF | 12'052 CHF | 98.98% | 98.98% |
05.07.2024 | 22.22% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 40'000 CHF | 12'500 CHF | 100.00% | 100.00% |
04.07.2024 | 21.81% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 993'778 | 250'000 | 40'698 CHF | 12'737 CHF | 98.16% | 98.16% |
03.07.2024 | 24.33% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 36'203 CHF | 11'551 CHF | 100.00% | 100.00% |
02.07.2024 | 22.56% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 39'393 CHF | 12'348 CHF | 100.00% | 100.00% |