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 | 89.50% | 0.01 CHF | 0.03 CHF | 500'000 | 100'000 | 355'863 | 100'000 | 4'404 CHF | 3'173 CHF | 99.01% | 99.01% |
11.07.2024 | 98.49% | 0.01 CHF | 0.03 CHF | 100'000 | 100'000 | 102'435 | 100'000 | 1'058 CHF | 3'008 CHF | 99.09% | 99.09% |
10.07.2024 | 105.16% | 0.01 CHF | 0.03 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 937 CHF | 3'008 CHF | 100.00% | 100.00% |
09.07.2024 | 152.59% | 0.01 CHF | 0.03 CHF | 100'000 | 100'000 | 60'686 | 60'686 | 301 CHF | 1'930 CHF | 100.00% | 100.00% |
08.07.2024 | 128.47% | 0.01 CHF | 0.03 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 654 CHF | 3'000 CHF | 99.36% | 99.36% |
05.07.2024 | 115.44% | 0.01 CHF | 0.03 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 806 CHF | 3'000 CHF | 98.26% | 98.26% |
04.07.2024 | 158.36% | 0.01 CHF | 0.03 CHF | 100'000 | 100'000 | 54'119 | 54'119 | 224 CHF | 1'748 CHF | 88.97% | 99.38% |
03.07.2024 | 127.35% | 0.01 CHF | 0.03 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 689 CHF | 3'100 CHF | 100.00% | 100.00% |
02.07.2024 | 125.77% | 0.01 CHF | 0.03 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 707 CHF | 3'100 CHF | 100.00% | 100.00% |
01.07.2024 | 117.44% | 0.01 CHF | 0.03 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 807 CHF | 3'100 CHF | 86.37% | 86.37% |