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 | 22.16% | 0.04 CHF | 0.05 CHF | 398'789 | 50'000 | 423'580 | 50'000 | 17'005 CHF | 2'508 CHF | 81.98% | 81.98% |
12.07.2024 | 22.52% | 0.04 CHF | 0.05 CHF | 472'466 | 50'000 | 451'043 | 50'000 | 17'819 CHF | 2'476 CHF | 91.40% | 91.40% |
11.07.2024 | 22.22% | 0.04 CHF | 0.05 CHF | 408'060 | 50'000 | 408'060 | 50'000 | 16'322 CHF | 2'500 CHF | 98.67% | 98.67% |
10.07.2024 | 28.32% | 0.03 CHF | 0.04 CHF | 489'295 | 50'000 | 499'230 | 50'000 | 15'171 CHF | 2'020 CHF | 99.41% | 99.41% |
09.07.2024 | 28.57% | 0.03 CHF | 0.04 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 15'000 CHF | 2'000 CHF | 87.05% | 87.05% |
08.07.2024 | 28.57% | 0.03 CHF | 0.04 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 15'000 CHF | 2'000 CHF | 88.03% | 88.03% |
05.07.2024 | 28.90% | 0.03 CHF | 0.04 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 14'858 CHF | 1'986 CHF | 97.09% | 97.09% |
04.07.2024 | 28.57% | 0.03 CHF | 0.04 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 15'000 CHF | 2'000 CHF | 98.24% | 98.24% |
03.07.2024 | 35.00% | 0.03 CHF | 0.04 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 12'186 CHF | 1'719 CHF | 99.65% | 99.65% |
02.07.2024 | 39.81% | 0.02 CHF | 0.03 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 10'082 CHF | 1'508 CHF | 98.10% | 98.10% |