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 | 82.65% | 0.01 CHF | 0.04 CHF | 440'961 | 25'000 | 431'187 | 25'000 | 7'641 CHF | 1'053 CHF | 94.20% | 94.20% |
12.07.2024 | 85.65% | 0.02 CHF | 0.05 CHF | 445'852 | 25'000 | 435'230 | 25'000 | 7'896 CHF | 1'122 CHF | 98.90% | 98.90% |
11.07.2024 | 112.88% | 0.02 CHF | 0.04 CHF | 455'250 | 25'000 | 490'259 | 25'000 | 5'244 CHF | 961 CHF | 94.92% | 97.82% |
10.07.2024 | 110.07% | 0.01 CHF | 0.03 CHF | 500'000 | 25'000 | 500'000 | 25'000 | 5'000 CHF | 876 CHF | 98.00% | 99.89% |
09.07.2024 | 111.36% | 0.01 CHF | 0.03 CHF | 500'000 | 25'000 | 500'000 | 25'000 | 5'000 CHF | 892 CHF | 59.17% | 91.41% |
08.07.2024 | 109.40% | 0.01 CHF | 0.03 CHF | 500'000 | 25'000 | 500'000 | 25'000 | 5'000 CHF | 867 CHF | 93.58% | 95.24% |
05.07.2024 | 109.74% | 0.01 CHF | 0.03 CHF | 500'000 | 25'000 | 500'000 | 25'000 | 5'000 CHF | 872 CHF | 83.75% | 98.86% |
04.07.2024 | 107.22% | 0.01 CHF | 0.03 CHF | 500'000 | 25'000 | 500'000 | 25'000 | 5'000 CHF | 840 CHF | 83.95% | 96.18% |
03.07.2024 | 100.00% | 0.01 CHF | 0.03 CHF | 500'000 | 25'000 | 500'000 | 25'000 | 5'000 CHF | 750 CHF | 20.25% | 99.73% |
02.07.2024 | 100.00% | 0.01 CHF | 0.03 CHF | 500'000 | 25'000 | 500'000 | 25'000 | 5'000 CHF | 750 CHF | 43.15% | 99.36% |