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 | 57.41% | 0.01 CHF | 0.02 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 7'160 CHF | 1'250 CHF | 99.73% | 99.73% |
12.07.2024 | 59.73% | 0.02 CHF | 0.03 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 7'424 CHF | 1'332 CHF | 99.01% | 99.01% |
11.07.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 5'000 CHF | 1'000 CHF | 99.09% | 99.09% |
10.07.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 5'000 CHF | 1'000 CHF | 100.00% | 100.00% |
09.07.2024 | 54.89% | 0.01 CHF | 0.02 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 7'500 CHF | 1'273 CHF | 100.00% | 100.00% |
08.07.2024 | 68.56% | 0.01 CHF | 0.02 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 7'177 CHF | 1'420 CHF | 100.00% | 100.00% |
05.07.2024 | 45.08% | 0.02 CHF | 0.03 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 9'271 CHF | 1'445 CHF | 98.86% | 98.86% |
04.07.2024 | 67.02% | 0.01 CHF | 0.02 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 5'000 CHF | 1'005 CHF | 100.00% | 100.00% |
03.07.2024 | 70.86% | 0.01 CHF | 0.02 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 5'000 CHF | 1'063 CHF | 99.82% | 99.82% |
02.07.2024 | 98.46% | 0.01 CHF | 0.02 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 5'000 CHF | 1'477 CHF | 73.60% | 100.00% |