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 |
---|---|---|---|---|---|---|---|---|---|---|---|
12.07.2024 | 29.50% | 0.03 CHF | 0.04 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 8'200 CHF | 3'677 CHF | 99.01% | 99.01% |
11.07.2024 | 33.40% | 0.02 CHF | 0.03 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 7'052 CHF | 3'291 CHF | 99.09% | 99.09% |
10.07.2024 | 38.94% | 0.03 CHF | 0.03 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 6'170 CHF | 3'046 CHF | 100.00% | 100.00% |
09.07.2024 | 76.47% | 0.02 CHF | 0.03 CHF | 300'000 | 100'000 | 103'432 | 60'686 | 1'636 CHF | 1'945 CHF | 100.00% | 100.00% |
08.07.2024 | 64.86% | 0.02 CHF | 0.03 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 4'594 CHF | 3'000 CHF | 99.37% | 99.37% |
05.07.2024 | 49.73% | 0.02 CHF | 0.03 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 5'431 CHF | 3'000 CHF | 98.26% | 98.26% |
04.07.2024 | 89.68% | 0.02 CHF | 0.03 CHF | 300'000 | 100'000 | 68'436 | 53'687 | 941 CHF | 1'728 CHF | 99.37% | 99.37% |
03.07.2024 | 60.25% | 0.02 CHF | 0.03 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 5'001 CHF | 3'100 CHF | 100.00% | 100.00% |
02.07.2024 | 57.85% | 0.02 CHF | 0.03 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 5'131 CHF | 3'100 CHF | 100.00% | 100.00% |
01.07.2024 | 46.53% | 0.02 CHF | 0.03 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 5'794 CHF | 3'100 CHF | 86.37% | 86.37% |