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 | 73.03% | 0.02 CHF | 0.04 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 1'708 CHF | 3'669 CHF | 96.55% | 96.55% |
12.07.2024 | 76.32% | 0.02 CHF | 0.04 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 1'572 CHF | 3'509 CHF | 99.01% | 99.01% |
11.07.2024 | 79.69% | 0.01 CHF | 0.03 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 1'467 CHF | 3'408 CHF | 99.09% | 99.09% |
10.07.2024 | 80.91% | 0.02 CHF | 0.04 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 1'422 CHF | 3'352 CHF | 100.00% | 100.00% |
09.07.2024 | 116.42% | 0.01 CHF | 0.03 CHF | 100'000 | 100'000 | 60'686 | 60'686 | 627 CHF | 2'203 CHF | 100.00% | 100.00% |
08.07.2024 | 85.29% | 0.01 CHF | 0.03 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 1'287 CHF | 3'200 CHF | 99.37% | 99.37% |
05.07.2024 | 82.05% | 0.01 CHF | 0.03 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 1'371 CHF | 3'276 CHF | 98.26% | 98.26% |
04.07.2024 | 122.07% | 0.01 CHF | 0.03 CHF | 100'000 | 100'000 | 53'687 | 53'687 | 509 CHF | 2'000 CHF | 99.38% | 99.38% |
03.07.2024 | 90.09% | 0.01 CHF | 0.03 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 1'183 CHF | 3'121 CHF | 100.00% | 100.00% |
02.07.2024 | 89.31% | 0.01 CHF | 0.03 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 1'210 CHF | 3'162 CHF | 100.00% | 100.00% |