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 | 39.79% | 0.02 CHF | 0.03 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 10'093 CHF | 1'509 CHF | 98.73% | 98.73% |
12.07.2024 | 42.88% | 0.02 CHF | 0.03 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 9'459 CHF | 1'446 CHF | 99.38% | 99.38% |
11.07.2024 | 62.40% | 0.02 CHF | 0.03 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 5'800 CHF | 1'620 CHF | 99.16% | 99.16% |
10.07.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 5'000 CHF | 1'500 CHF | 100.00% | 100.00% |
09.07.2024 | 52.83% | 0.01 CHF | 0.02 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 7'594 CHF | 1'889 CHF | 100.00% | 100.00% |
08.07.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 10'000 CHF | 1'500 CHF | 100.00% | 100.00% |
05.07.2024 | 30.48% | 0.02 CHF | 0.03 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 14'194 CHF | 1'919 CHF | 99.62% | 99.62% |
04.07.2024 | 35.26% | 0.03 CHF | 0.04 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 12'075 CHF | 1'707 CHF | 100.00% | 100.00% |
03.07.2024 | 39.38% | 0.03 CHF | 0.04 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 10'271 CHF | 2'291 CHF | 99.73% | 99.73% |
02.07.2024 | 41.40% | 0.02 CHF | 0.03 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 9'738 CHF | 1'474 CHF | 100.00% | 100.00% |