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 | 41.36% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 19'504 CHF | 7'376 CHF | 100.00% | 100.00% |
12.07.2024 | 32.55% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 992'608 | 250'000 | 25'616 CHF | 8'956 CHF | 99.69% | 99.69% |
11.07.2024 | 28.56% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 992'127 | 250'000 | 29'780 CHF | 10'004 CHF | 98.68% | 98.68% |
10.07.2024 | 28.11% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 30'670 CHF | 10'168 CHF | 96.09% | 96.09% |
09.07.2024 | 30.64% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 27'825 CHF | 9'456 CHF | 99.66% | 99.66% |
08.07.2024 | 25.77% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 33'932 CHF | 10'983 CHF | 99.83% | 99.83% |
05.07.2024 | 27.15% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 31'990 CHF | 10'498 CHF | 100.00% | 100.00% |
04.07.2024 | 29.89% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 28'616 CHF | 9'654 CHF | 100.00% | 100.00% |
03.07.2024 | 28.57% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 30'000 CHF | 10'000 CHF | 99.23% | 99.23% |
02.07.2024 | 31.71% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 26'700 CHF | 9'175 CHF | 99.66% | 99.66% |