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 | 73.71% | 0.02 CHF | 0.03 CHF | 500'000 | 20'000 | 252'410 | 20'000 | 4'715 CHF | 600 CHF | 89.06% | 89.06% |
12.07.2024 | 93.01% | 0.01 CHF | 0.03 CHF | 10'000 | 10'000 | 198'007 | 10'000 | 2'562 CHF | 300 CHF | 96.83% | 96.83% |
11.07.2024 | 68.80% | 0.02 CHF | 0.03 CHF | 500'000 | 20'000 | 330'854 | 20'000 | 5'908 CHF | 600 CHF | 99.08% | 99.08% |
10.07.2024 | 88.26% | 0.01 CHF | 0.03 CHF | 20'000 | 20'000 | 275'568 | 20'000 | 3'734 CHF | 600 CHF | 99.42% | 99.42% |
09.07.2024 | 47.43% | 0.02 CHF | 0.03 CHF | 500'000 | 20'000 | 487'518 | 20'000 | 9'240 CHF | 600 CHF | 99.90% | 99.90% |
08.07.2024 | 41.61% | 0.02 CHF | 0.03 CHF | 500'000 | 10'000 | 499'507 | 10'000 | 9'861 CHF | 300 CHF | 97.09% | 97.09% |
05.07.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 500'000 | 20'000 | 500'000 | 20'000 | 10'000 CHF | 600 CHF | 98.86% | 98.86% |
04.07.2024 | 40.11% | 0.02 CHF | 0.03 CHF | 500'000 | 20'000 | 500'000 | 20'000 | 9'990 CHF | 600 CHF | 100.00% | 100.00% |
03.07.2024 | 94.01% | 0.01 CHF | 0.03 CHF | 20'000 | 20'000 | 70'284 | 20'000 | 745 CHF | 561 CHF | 82.74% | 82.74% |
02.07.2024 | 94.74% | 0.01 CHF | 0.03 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 200 CHF | 560 CHF | 98.40% | 98.40% |