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 | 66.67% | 0.01 CHF | 0.02 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 1'000 CHF | 2'000 CHF | 9.20% | 40.29% |
12.07.2024 | 77.41% | 0.01 CHF | 0.02 CHF | 500'000 | 100'000 | 499'554 | 100'000 | 4'996 CHF | 2'322 CHF | 99.01% | 99.01% |
11.07.2024 | 88.87% | 0.01 CHF | 0.02 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 5'000 CHF | 2'666 CHF | 90.26% | 90.46% |
10.07.2024 | 98.09% | 0.01 CHF | 0.03 CHF | 500'000 | 100'000 | 499'577 | 100'000 | 4'996 CHF | 2'943 CHF | 95.66% | 95.66% |
09.07.2024 | 90.78% | 0.01 CHF | 0.03 CHF | 500'000 | 100'000 | 499'999 | 100'000 | 5'000 CHF | 2'724 CHF | 97.37% | 97.37% |
08.07.2024 | 89.26% | 0.01 CHF | 0.03 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 5'000 CHF | 2'678 CHF | 99.74% | 99.74% |
05.07.2024 | 72.52% | 0.01 CHF | 0.03 CHF | 500'000 | 100'000 | 495'548 | 99'551 | 4'955 CHF | 2'167 CHF | 98.47% | 98.47% |
04.07.2024 | 90.79% | 0.01 CHF | 0.02 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 5'000 CHF | 2'724 CHF | 99.42% | 99.42% |
03.07.2024 | 90.12% | 0.01 CHF | 0.03 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 5'000 CHF | 2'704 CHF | 99.82% | 99.82% |
02.07.2024 | 82.80% | 0.01 CHF | 0.03 CHF | 500'000 | 100'000 | 490'232 | 100'000 | 4'902 CHF | 2'484 CHF | 99.74% | 99.74% |