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 | 34.78% | 0.02 CHF | 0.03 CHF | 500'000 | 25'000 | 500'000 | 25'000 | 12'287 CHF | 864 CHF | 96.78% | 96.78% |
12.07.2024 | 35.40% | 0.03 CHF | 0.04 CHF | 500'000 | 25'000 | 500'000 | 25'000 | 12'014 CHF | 851 CHF | 99.01% | 99.01% |
11.07.2024 | 28.41% | 0.03 CHF | 0.04 CHF | 500'000 | 25'000 | 500'000 | 25'000 | 15'126 CHF | 1'006 CHF | 97.69% | 97.69% |
10.07.2024 | 28.57% | 0.03 CHF | 0.04 CHF | 500'000 | 25'000 | 500'000 | 25'000 | 15'000 CHF | 1'000 CHF | 100.00% | 100.00% |
09.07.2024 | 26.61% | 0.03 CHF | 0.04 CHF | 500'000 | 25'000 | 500'000 | 25'000 | 16'541 CHF | 1'077 CHF | 100.00% | 100.00% |
08.07.2024 | 21.88% | 0.04 CHF | 0.05 CHF | 500'000 | 25'000 | 500'000 | 25'000 | 20'428 CHF | 1'271 CHF | 100.00% | 100.00% |
05.07.2024 | 22.08% | 0.04 CHF | 0.05 CHF | 500'000 | 25'000 | 500'000 | 25'000 | 20'213 CHF | 1'261 CHF | 61.81% | 61.81% |
04.07.2024 | 41.83% | 0.03 CHF | 0.04 CHF | 500'000 | 25'000 | 48'763 | 13'430 | 1'497 CHF | 614 CHF | 100.00% | 100.00% |
03.07.2024 | 40.33% | 0.03 CHF | 0.05 CHF | 12'500 | 12'500 | 12'500 | 12'500 | 422 CHF | 630 CHF | 100.00% | 100.00% |
02.07.2024 | 54.76% | 0.03 CHF | 0.04 CHF | 12'500 | 12'500 | 12'500 | 12'500 | 297 CHF | 515 CHF | 99.34% | 99.34% |