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 | 24.05% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 36'710 CHF | 11'677 CHF | 99.81% | 99.81% |
12.07.2024 | 24.53% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 35'845 CHF | 11'461 CHF | 99.76% | 99.76% |
11.07.2024 | 27.36% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 31'727 CHF | 10'432 CHF | 100.00% | 100.00% |
10.07.2024 | 28.57% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 30'000 CHF | 10'000 CHF | 94.51% | 94.51% |
09.07.2024 | 28.15% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 30'586 CHF | 10'147 CHF | 99.48% | 99.48% |
08.07.2024 | 27.31% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 31'759 CHF | 10'440 CHF | 99.81% | 99.81% |
05.07.2024 | 25.00% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 35'000 CHF | 11'250 CHF | 99.81% | 99.81% |
04.07.2024 | 24.99% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 35'011 CHF | 11'253 CHF | 99.81% | 99.81% |
03.07.2024 | 23.84% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 37'096 CHF | 11'774 CHF | 99.14% | 99.14% |
02.07.2024 | 22.22% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 40'000 CHF | 12'500 CHF | 99.42% | 99.42% |