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 | 66.67% | 0.01 CHF | 0.02 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 5'000 CHF | 1'000 CHF | 52.41% | 96.69% |
12.07.2024 | 63.04% | 0.01 CHF | 0.02 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 5'680 CHF | 1'068 CHF | 50.32% | 52.22% |
11.07.2024 | 45.81% | 0.01 CHF | 0.01 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 8'911 CHF | 1'391 CHF | 69.81% | 93.30% |
10.07.2024 | 66.66% | 0.01 CHF | 0.02 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 5'000 CHF | 1'000 CHF | 74.97% | 86.47% |
09.07.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 5'000 CHF | 1'000 CHF | 59.69% | 70.78% |
08.07.2024 | 32.56% | 0.02 CHF | 0.03 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 13'318 CHF | 1'832 CHF | 98.80% | 98.80% |
05.07.2024 | 40.48% | 0.02 CHF | 0.03 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 9'909 CHF | 1'491 CHF | 89.06% | 89.06% |
04.07.2024 | 59.62% | 0.02 CHF | 0.03 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 6'320 CHF | 1'132 CHF | 93.38% | 93.38% |
03.07.2024 | 53.05% | 0.02 CHF | 0.03 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 7'552 CHF | 1'255 CHF | 89.52% | 89.52% |
02.07.2024 | 37.54% | 0.03 CHF | 0.04 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 11'931 CHF | 1'693 CHF | 81.39% | 81.39% |