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 | 27.76% | 0.03 CHF | 0.04 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 17'309 CHF | 3'423 CHF | 93.74% | 93.74% |
12.07.2024 | 35.71% | 0.03 CHF | 0.04 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 14'144 CHF | 3'022 CHF | 98.15% | 98.15% |
11.07.2024 | 32.17% | 0.04 CHF | 0.05 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 15'349 CHF | 3'190 CHF | 98.54% | 98.54% |
10.07.2024 | 59.52% | 0.02 CHF | 0.04 CHF | 500'000 | 100'000 | 447'269 | 94'141 | 8'901 CHF | 3'297 CHF | 100.00% | 100.00% |
09.07.2024 | 54.13% | 0.02 CHF | 0.04 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 11'349 CHF | 3'915 CHF | 100.00% | 100.00% |
08.07.2024 | 32.31% | 0.03 CHF | 0.04 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 15'468 CHF | 3'222 CHF | 99.99% | 99.99% |
05.07.2024 | 31.61% | 0.04 CHF | 0.05 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 20'372 CHF | 4'214 CHF | 98.89% | 98.89% |
04.07.2024 | 25.26% | 0.04 CHF | 0.06 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 20'126 CHF | 3'901 CHF | 100.00% | 100.00% |
03.07.2024 | 27.65% | 0.04 CHF | 0.06 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 18'425 CHF | 4'848 CHF | 99.89% | 99.89% |
02.07.2024 | 48.99% | 0.03 CHF | 0.04 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 11'622 CHF | 3'800 CHF | 100.00% | 100.00% |