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 | 16.98% | 0.05 CHF | 0.06 CHF | 50'000 | 100'000 | 300'000 | 100'000 | 15'235 CHF | 6'020 CHF | 96.82% | 99.01% |
11.07.2024 | 18.33% | 0.05 CHF | 0.06 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 14'145 CHF | 5'666 CHF | 99.08% | 99.08% |
10.07.2024 | 18.98% | 0.05 CHF | 0.06 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 13'130 CHF | 5'293 CHF | 100.00% | 100.00% |
09.07.2024 | 36.74% | 0.04 CHF | 0.05 CHF | 300'000 | 100'000 | 103'432 | 60'686 | 4'023 CHF | 3'264 CHF | 100.00% | 100.00% |
08.07.2024 | 21.52% | 0.04 CHF | 0.05 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 11'413 CHF | 4'722 CHF | 99.37% | 99.37% |
05.07.2024 | 19.96% | 0.04 CHF | 0.05 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 12'361 CHF | 5'032 CHF | 98.26% | 98.26% |
04.07.2024 | 41.69% | 0.04 CHF | 0.05 CHF | 300'000 | 100'000 | 68'437 | 53'687 | 2'512 CHF | 2'869 CHF | 99.37% | 99.37% |
03.07.2024 | 22.16% | 0.04 CHF | 0.05 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 11'285 CHF | 4'699 CHF | 100.00% | 100.00% |
02.07.2024 | 21.52% | 0.04 CHF | 0.05 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 11'692 CHF | 4'837 CHF | 99.96% | 99.96% |
01.07.2024 | 20.00% | 0.04 CHF | 0.05 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 12'633 CHF | 5'146 CHF | 86.37% | 86.37% |