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 | 60.14% | 0.03 CHF | 0.06 CHF | 500'000 | 25'000 | 500'000 | 25'000 | 17'546 CHF | 1'621 CHF | 98.73% | 98.73% |
12.07.2024 | 60.54% | 0.03 CHF | 0.06 CHF | 500'000 | 25'000 | 500'000 | 25'000 | 14'883 CHF | 1'396 CHF | 99.38% | 99.38% |
11.07.2024 | 66.26% | 0.03 CHF | 0.06 CHF | 500'000 | 25'000 | 500'000 | 25'000 | 15'160 CHF | 1'508 CHF | 99.15% | 99.15% |
10.07.2024 | 56.88% | 0.03 CHF | 0.05 CHF | 500'000 | 25'000 | 500'000 | 25'000 | 15'000 CHF | 1'353 CHF | 100.00% | 100.00% |
09.07.2024 | 65.86% | 0.03 CHF | 0.05 CHF | 500'000 | 25'000 | 500'000 | 25'000 | 15'000 CHF | 1'488 CHF | 100.00% | 100.00% |
08.07.2024 | 58.91% | 0.03 CHF | 0.06 CHF | 500'000 | 25'000 | 500'000 | 25'000 | 17'321 CHF | 1'579 CHF | 100.00% | 100.00% |
05.07.2024 | 52.62% | 0.04 CHF | 0.07 CHF | 500'000 | 25'000 | 500'000 | 25'000 | 20'419 CHF | 1'747 CHF | 99.62% | 99.62% |
04.07.2024 | 39.32% | 0.05 CHF | 0.07 CHF | 500'000 | 25'000 | 457'831 | 25'000 | 24'826 CHF | 2'021 CHF | 100.00% | 100.00% |
03.07.2024 | 46.71% | 0.06 CHF | 0.08 CHF | 472'288 | 25'000 | 478'217 | 25'000 | 22'431 CHF | 1'885 CHF | 96.53% | 96.53% |
02.07.2024 | 84.19% | 0.02 CHF | 0.05 CHF | 500'000 | 25'000 | 500'000 | 25'000 | 10'213 CHF | 1'250 CHF | 100.00% | 100.00% |