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 | 19.29% | 0.04 CHF | 0.05 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 13'618 CHF | 5'507 CHF | 96.56% | 96.56% |
12.07.2024 | 20.83% | 0.04 CHF | 0.05 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 12'156 CHF | 4'993 CHF | 99.01% | 99.01% |
11.07.2024 | 22.09% | 0.04 CHF | 0.05 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 11'300 CHF | 4'702 CHF | 99.09% | 99.09% |
10.07.2024 | 22.95% | 0.04 CHF | 0.05 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 10'609 CHF | 4'452 CHF | 100.00% | 100.00% |
09.07.2024 | 46.23% | 0.03 CHF | 0.04 CHF | 300'000 | 100'000 | 103'528 | 60'706 | 3'211 CHF | 2'830 CHF | 99.82% | 99.82% |
08.07.2024 | 47.67% | 0.03 CHF | 0.05 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 9'197 CHF | 4'984 CHF | 99.38% | 99.38% |
05.07.2024 | 29.15% | 0.03 CHF | 0.05 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 9'962 CHF | 4'464 CHF | 98.26% | 98.26% |
04.07.2024 | 55.33% | 0.03 CHF | 0.04 CHF | 300'000 | 100'000 | 68'436 | 53'687 | 2'000 CHF | 2'606 CHF | 99.38% | 99.38% |
03.07.2024 | 47.35% | 0.03 CHF | 0.05 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 9'003 CHF | 4'868 CHF | 100.00% | 100.00% |
02.07.2024 | 40.47% | 0.03 CHF | 0.04 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 9'305 CHF | 4'700 CHF | 99.96% | 99.96% |