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 | 26.77% | 0.03 CHF | 0.04 CHF | 315'726 | 50'000 | 311'776 | 50'000 | 10'809 CHF | 2'263 CHF | 98.73% | 98.73% |
12.07.2024 | 28.28% | 0.04 CHF | 0.05 CHF | 312'371 | 50'000 | 318'662 | 50'000 | 10'184 CHF | 2'122 CHF | 99.38% | 99.38% |
11.07.2024 | 29.77% | 0.03 CHF | 0.04 CHF | 325'282 | 50'000 | 324'715 | 50'000 | 9'755 CHF | 2'031 CHF | 99.16% | 99.16% |
10.07.2024 | 27.83% | 0.03 CHF | 0.04 CHF | 325'383 | 50'000 | 318'834 | 50'000 | 10'902 CHF | 2'261 CHF | 100.00% | 100.00% |
09.07.2024 | 20.16% | 0.04 CHF | 0.05 CHF | 266'124 | 50'000 | 276'611 | 50'000 | 12'526 CHF | 2'778 CHF | 100.00% | 100.00% |
08.07.2024 | 30.58% | 0.03 CHF | 0.04 CHF | 346'673 | 50'000 | 324'665 | 50'000 | 10'317 CHF | 2'164 CHF | 100.00% | 100.00% |
05.07.2024 | 28.34% | 0.03 CHF | 0.05 CHF | 320'574 | 50'000 | 309'174 | 47'893 | 11'391 CHF | 2'295 CHF | 99.62% | 99.62% |
04.07.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 474'955 | 50'000 | 474'955 | 50'000 | 9'499 CHF | 1'500 CHF | 100.00% | 100.00% |
03.07.2024 | 37.82% | 0.02 CHF | 0.03 CHF | 427'343 | 50'000 | 424'278 | 50'000 | 9'364 CHF | 1'611 CHF | 99.73% | 99.73% |
02.07.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 466'148 | 50'000 | 466'148 | 50'000 | 9'323 CHF | 1'500 CHF | 100.00% | 100.00% |