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 | 37.01% | 0.03 CHF | 0.04 CHF | 467'061 | 50'000 | 414'183 | 50'000 | 15'293 CHF | 2'700 CHF | 98.61% | 98.61% |
12.07.2024 | 41.08% | 0.03 CHF | 0.04 CHF | 496'315 | 50'000 | 460'930 | 50'000 | 14'151 CHF | 2'338 CHF | 99.38% | 99.38% |
11.07.2024 | 27.56% | 0.04 CHF | 0.05 CHF | 452'529 | 50'000 | 385'833 | 50'000 | 17'231 CHF | 2'971 CHF | 99.16% | 99.16% |
10.07.2024 | 16.26% | 0.07 CHF | 0.08 CHF | 302'428 | 50'000 | 279'523 | 50'000 | 20'139 CHF | 4'253 CHF | 100.00% | 100.00% |
09.07.2024 | 13.85% | 0.07 CHF | 0.09 CHF | 272'946 | 50'000 | 260'095 | 50'000 | 21'378 CHF | 4'724 CHF | 100.00% | 100.00% |
08.07.2024 | 14.54% | 0.08 CHF | 0.09 CHF | 277'401 | 50'000 | 262'814 | 50'000 | 21'385 CHF | 4'721 CHF | 100.00% | 100.00% |
05.07.2024 | 18.93% | 0.07 CHF | 0.08 CHF | 286'349 | 50'000 | 288'292 | 50'000 | 20'607 CHF | 4'327 CHF | 99.62% | 99.62% |
04.07.2024 | 15.81% | 0.08 CHF | 0.09 CHF | 283'838 | 50'000 | 274'030 | 50'000 | 21'829 CHF | 4'673 CHF | 100.00% | 100.00% |
03.07.2024 | 22.98% | 0.07 CHF | 0.08 CHF | 317'490 | 50'000 | 359'066 | 50'000 | 19'833 CHF | 3'507 CHF | 99.73% | 99.73% |
02.07.2024 | 34.70% | 0.04 CHF | 0.05 CHF | 496'774 | 50'000 | 498'922 | 50'000 | 15'263 CHF | 2'178 CHF | 100.00% | 100.00% |