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 | 61.71% | 0.01 CHF | 0.02 CHF | 500'000 | 25'000 | 500'000 | 25'000 | 5'930 CHF | 546 CHF | 92.67% | 92.67% |
12.07.2024 | 64.98% | 0.02 CHF | 0.03 CHF | 500'000 | 25'000 | 500'000 | 25'000 | 5'317 CHF | 516 CHF | 98.45% | 98.45% |
11.07.2024 | 44.55% | 0.03 CHF | 0.04 CHF | 500'000 | 25'000 | 500'000 | 25'000 | 9'572 CHF | 729 CHF | 99.07% | 99.07% |
10.07.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 500'000 | 25'000 | 500'000 | 25'000 | 5'000 CHF | 500 CHF | 93.92% | 93.92% |
09.07.2024 | 38.03% | 0.02 CHF | 0.03 CHF | 500'000 | 25'000 | 500'000 | 25'000 | 10'862 CHF | 793 CHF | 91.17% | 91.64% |
08.07.2024 | 66.48% | 0.01 CHF | 0.02 CHF | 500'000 | 25'000 | 500'000 | 25'000 | 5'034 CHF | 502 CHF | 100.00% | 100.00% |
05.07.2024 | 32.35% | 0.02 CHF | 0.03 CHF | 500'000 | 25'000 | 500'000 | 25'000 | 13'347 CHF | 917 CHF | 85.00% | 89.12% |
04.07.2024 | 66.64% | 0.01 CHF | 0.02 CHF | 500'000 | 25'000 | 500'000 | 25'000 | 5'006 CHF | 500 CHF | 100.00% | 100.00% |
03.07.2024 | 62.04% | 0.02 CHF | 0.03 CHF | 500'000 | 25'000 | 500'000 | 25'000 | 5'867 CHF | 543 CHF | 87.59% | 93.08% |
02.07.2024 | 43.04% | 0.02 CHF | 0.03 CHF | 500'000 | 25'000 | 500'000 | 25'000 | 9'678 CHF | 734 CHF | 77.92% | 78.76% |