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 | 53.64% | 0.04 CHF | 0.05 CHF | 420'510 | 75'000 | 307'347 | 62'201 | 9'861 CHF | 3'184 CHF | 98.73% | 98.73% |
12.07.2024 | 29.63% | 0.04 CHF | 0.06 CHF | 417'740 | 75'000 | 445'135 | 75'000 | 16'472 CHF | 3'771 CHF | 99.38% | 99.38% |
11.07.2024 | 52.04% | 0.03 CHF | 0.05 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 11'498 CHF | 2'914 CHF | 99.16% | 99.16% |
10.07.2024 | 67.07% | 0.02 CHF | 0.03 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 7'744 CHF | 2'250 CHF | 100.00% | 100.00% |
09.07.2024 | 60.32% | 0.01 CHF | 0.03 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 8'307 CHF | 2'250 CHF | 100.00% | 100.00% |
08.07.2024 | 50.79% | 0.02 CHF | 0.03 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 10'000 CHF | 2'553 CHF | 100.00% | 100.00% |
05.07.2024 | 63.97% | 0.02 CHF | 0.03 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 10'000 CHF | 2'924 CHF | 99.62% | 99.62% |
04.07.2024 | 44.78% | 0.02 CHF | 0.04 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 12'873 CHF | 3'000 CHF | 100.00% | 100.00% |
03.07.2024 | 58.40% | 0.02 CHF | 0.04 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 11'143 CHF | 3'015 CHF | 99.73% | 99.73% |
02.07.2024 | 52.86% | 0.03 CHF | 0.04 CHF | 500'000 | 75'000 | 499'169 | 75'000 | 11'223 CHF | 2'840 CHF | 100.00% | 100.00% |