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 | 29.26% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 29'272 CHF | 9'818 CHF | 100.00% | 100.00% |
12.07.2024 | 32.24% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 993'325 | 250'000 | 25'982 CHF | 9'037 CHF | 99.68% | 99.68% |
11.07.2024 | 30.88% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 992'098 | 250'000 | 27'381 CHF | 9'395 CHF | 98.78% | 98.78% |
10.07.2024 | 28.60% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 29'973 CHF | 9'993 CHF | 96.09% | 96.09% |
09.07.2024 | 28.63% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 29'939 CHF | 9'985 CHF | 99.65% | 99.65% |
08.07.2024 | 25.53% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 34'257 CHF | 11'064 CHF | 99.85% | 99.85% |
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 | 100.00% | 100.00% |
04.07.2024 | 25.09% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 34'880 CHF | 11'220 CHF | 100.00% | 100.00% |
03.07.2024 | 25.81% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 33'862 CHF | 10'965 CHF | 99.25% | 99.25% |
02.07.2024 | 29.38% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 29'148 CHF | 9'787 CHF | 99.66% | 99.66% |