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 | 26.06% | 0.04 CHF | 0.05 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 21'915 CHF | 5'686 CHF | 89.97% | 89.97% |
12.07.2024 | 39.04% | 0.04 CHF | 0.06 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 20'000 CHF | 5'946 CHF | 87.00% | 87.00% |
11.07.2024 | 27.65% | 0.04 CHF | 0.06 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 22'536 CHF | 5'928 CHF | 91.65% | 91.65% |
10.07.2024 | 22.22% | 0.04 CHF | 0.05 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 20'000 CHF | 5'000 CHF | 99.39% | 99.39% |
09.07.2024 | 58.71% | 0.04 CHF | 0.05 CHF | 500'000 | 100'000 | 135'108 | 59'456 | 4'781 CHF | 3'355 CHF | 97.89% | 97.89% |
08.07.2024 | 40.73% | 0.04 CHF | 0.05 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 16'669 CHF | 5'000 CHF | 100.00% | 100.00% |
05.07.2024 | 47.11% | 0.03 CHF | 0.05 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 15'000 CHF | 4'851 CHF | 99.53% | 99.53% |
04.07.2024 | 46.07% | 0.03 CHF | 0.05 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 15'708 CHF | 5'000 CHF | 99.58% | 99.58% |
03.07.2024 | 47.96% | 0.03 CHF | 0.05 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 15'000 CHF | 4'895 CHF | 99.50% | 99.50% |
02.07.2024 | 32.88% | 0.04 CHF | 0.05 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 18'082 CHF | 5'000 CHF | 98.29% | 98.29% |