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 | 25.00% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 35'000 CHF | 11'250 CHF | 100.00% | 100.00% |
12.07.2024 | 25.00% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 993'310 | 250'000 | 34'766 CHF | 11'250 CHF | 99.68% | 99.68% |
11.07.2024 | 25.00% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 992'101 | 250'000 | 34'724 CHF | 11'250 CHF | 98.78% | 98.78% |
10.07.2024 | 25.64% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 34'110 CHF | 11'027 CHF | 96.09% | 96.09% |
09.07.2024 | 26.59% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 32'780 CHF | 10'695 CHF | 99.64% | 99.64% |
08.07.2024 | 25.17% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 34'806 CHF | 11'202 CHF | 99.85% | 99.85% |
05.07.2024 | 22.58% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 39'349 CHF | 12'337 CHF | 100.00% | 100.00% |
04.07.2024 | 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% |
03.07.2024 | 22.23% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 39'983 CHF | 12'496 CHF | 99.25% | 99.25% |
02.07.2024 | 25.00% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 35'000 CHF | 11'250 CHF | 99.66% | 99.66% |