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 | 36.09% | 0.03 CHF | 0.04 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 15'384 CHF | 2'225 CHF | 98.61% | 98.61% |
12.07.2024 | 38.49% | 0.03 CHF | 0.04 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 13'698 CHF | 2'000 CHF | 99.38% | 99.38% |
11.07.2024 | 34.58% | 0.03 CHF | 0.04 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 16'676 CHF | 2'358 CHF | 99.16% | 99.16% |
10.07.2024 | 24.87% | 0.05 CHF | 0.06 CHF | 500'000 | 50'000 | 485'891 | 50'000 | 23'523 CHF | 3'108 CHF | 100.00% | 100.00% |
09.07.2024 | 23.58% | 0.05 CHF | 0.06 CHF | 481'450 | 50'000 | 471'059 | 50'000 | 24'892 CHF | 3'350 CHF | 100.00% | 100.00% |
08.07.2024 | 25.11% | 0.05 CHF | 0.06 CHF | 480'285 | 50'000 | 476'379 | 50'000 | 24'637 CHF | 3'339 CHF | 100.00% | 100.00% |
05.07.2024 | 21.56% | 0.05 CHF | 0.06 CHF | 481'930 | 50'000 | 494'408 | 50'000 | 24'031 CHF | 3'013 CHF | 99.62% | 99.62% |
04.07.2024 | 26.34% | 0.05 CHF | 0.06 CHF | 493'859 | 50'000 | 490'683 | 50'000 | 24'534 CHF | 3'269 CHF | 100.00% | 100.00% |
03.07.2024 | 29.81% | 0.04 CHF | 0.06 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 19'253 CHF | 2'600 CHF | 99.73% | 99.73% |
02.07.2024 | 50.31% | 0.03 CHF | 0.04 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 10'462 CHF | 1'759 CHF | 100.00% | 100.00% |