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 | 70.51% | 0.02 CHF | 0.03 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 7'860 CHF | 3'293 CHF | 99.01% | 99.01% |
11.07.2024 | 84.68% | 0.01 CHF | 0.03 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 6'609 CHF | 3'259 CHF | 99.09% | 99.09% |
10.07.2024 | 88.70% | 0.02 CHF | 0.03 CHF | 500'000 | 100'000 | 321'819 | 100'000 | 3'982 CHF | 3'126 CHF | 100.00% | 100.00% |
09.07.2024 | 133.36% | 0.01 CHF | 0.03 CHF | 100'000 | 100'000 | 60'686 | 60'686 | 447 CHF | 2'022 CHF | 100.00% | 100.00% |
08.07.2024 | 111.42% | 0.01 CHF | 0.03 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 854 CHF | 3'000 CHF | 99.38% | 99.38% |
05.07.2024 | 97.54% | 0.01 CHF | 0.03 CHF | 100'000 | 100'000 | 104'299 | 100'000 | 1'092 CHF | 3'008 CHF | 98.26% | 98.26% |
04.07.2024 | 141.65% | 0.01 CHF | 0.03 CHF | 100'000 | 100'000 | 53'946 | 53'946 | 337 CHF | 1'838 CHF | 92.85% | 99.37% |
03.07.2024 | 108.85% | 0.01 CHF | 0.03 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 916 CHF | 3'100 CHF | 100.00% | 100.00% |
02.07.2024 | 107.30% | 0.01 CHF | 0.03 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 936 CHF | 3'100 CHF | 100.00% | 100.00% |
01.07.2024 | 98.45% | 0.01 CHF | 0.03 CHF | 100'000 | 100'000 | 195'234 | 100'000 | 2'105 CHF | 3'100 CHF | 86.33% | 86.33% |