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 | 67.95% | 0.01 CHF | 0.02 CHF | 500'000 | 100'000 | 457'837 | 95'315 | 4'578 CHF | 1'926 CHF | 26.67% | 47.54% |
12.07.2024 | 27.82% | 0.03 CHF | 0.04 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 15'593 CHF | 4'119 CHF | 99.01% | 99.01% |
11.07.2024 | 28.60% | 0.03 CHF | 0.04 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 14'989 CHF | 3'998 CHF | 90.45% | 90.45% |
10.07.2024 | 28.85% | 0.03 CHF | 0.04 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 14'878 CHF | 3'976 CHF | 99.65% | 99.65% |
09.07.2024 | 28.20% | 0.03 CHF | 0.04 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 15'296 CHF | 4'059 CHF | 97.37% | 97.37% |
08.07.2024 | 28.42% | 0.03 CHF | 0.04 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 15'116 CHF | 4'023 CHF | 99.74% | 99.74% |
05.07.2024 | 23.82% | 0.03 CHF | 0.04 CHF | 500'000 | 100'000 | 495'957 | 99'551 | 18'769 CHF | 4'764 CHF | 98.47% | 98.47% |
04.07.2024 | 28.37% | 0.03 CHF | 0.04 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 15'159 CHF | 4'032 CHF | 99.42% | 99.42% |
03.07.2024 | 28.56% | 0.03 CHF | 0.04 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 15'005 CHF | 4'001 CHF | 99.82% | 99.82% |
02.07.2024 | 28.70% | 0.03 CHF | 0.04 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 14'943 CHF | 3'989 CHF | 99.74% | 99.74% |