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 | 62.71% | 0.02 CHF | 0.04 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 2'148 CHF | 4'105 CHF | 96.56% | 96.56% |
12.07.2024 | 65.75% | 0.02 CHF | 0.04 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 1'966 CHF | 3'889 CHF | 99.01% | 99.01% |
11.07.2024 | 69.44% | 0.02 CHF | 0.04 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 1'823 CHF | 3'761 CHF | 99.09% | 99.09% |
10.07.2024 | 69.78% | 0.02 CHF | 0.04 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 1'791 CHF | 3'709 CHF | 100.00% | 100.00% |
09.07.2024 | 101.88% | 0.02 CHF | 0.04 CHF | 100'000 | 100'000 | 60'686 | 60'686 | 827 CHF | 2'396 CHF | 100.00% | 100.00% |
08.07.2024 | 76.15% | 0.02 CHF | 0.04 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 1'567 CHF | 3'492 CHF | 99.37% | 99.37% |
05.07.2024 | 73.00% | 0.02 CHF | 0.04 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 1'674 CHF | 3'598 CHF | 98.26% | 98.26% |
04.07.2024 | 107.72% | 0.02 CHF | 0.04 CHF | 100'000 | 100'000 | 53'687 | 53'687 | 674 CHF | 2'159 CHF | 99.37% | 99.37% |
03.07.2024 | 79.46% | 0.01 CHF | 0.03 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 1'466 CHF | 3'397 CHF | 100.00% | 100.00% |
02.07.2024 | 78.36% | 0.02 CHF | 0.04 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 1'510 CHF | 3'456 CHF | 100.00% | 100.00% |