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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25.07.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 500'000 | 100'000 | 366'819 | 85'202 | 3'668 CHF | 1'704 CHF | 44.83% | 98.76% |
24.07.2024 | 91.01% | 0.01 CHF | 0.02 CHF | 37'500 | 37'500 | 37'500 | 37'500 | 394 CHF | 1'060 CHF | 97.64% | 100.00% |
23.07.2024 | 20.55% | 0.03 CHF | 0.04 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 22'239 CHF | 4'086 CHF | 100.00% | 100.00% |
22.07.2024 | 16.98% | 0.05 CHF | 0.06 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 27'140 CHF | 4'821 CHF | 38.40% | 38.40% |
19.07.2024 | 18.37% | 0.05 CHF | 0.06 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 24'764 CHF | 4'465 CHF | 100.00% | 100.00% |
18.07.2024 | 18.85% | 0.05 CHF | 0.06 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 24'174 CHF | 4'376 CHF | 100.00% | 100.00% |
17.07.2024 | 18.18% | 0.05 CHF | 0.06 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 25'000 CHF | 4'500 CHF | 100.00% | 100.00% |
16.07.2024 | 18.18% | 0.05 CHF | 0.06 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 25'000 CHF | 4'500 CHF | 100.00% | 100.00% |
15.07.2024 | 17.98% | 0.05 CHF | 0.06 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 25'361 CHF | 4'554 CHF | 99.71% | 99.71% |
12.07.2024 | 21.20% | 0.05 CHF | 0.06 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 21'267 CHF | 3'940 CHF | 99.01% | 99.01% |