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 | 42.21% | 0.03 CHF | 0.04 CHF | 500'000 | 75'000 | 255'616 | 55'185 | 7'504 CHF | 2'340 CHF | 95.94% | 95.94% |
12.07.2024 | 68.52% | 0.02 CHF | 0.04 CHF | 37'500 | 37'500 | 37'500 | 37'500 | 698 CHF | 1'406 CHF | 98.58% | 98.58% |
11.07.2024 | 28.57% | 0.03 CHF | 0.04 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 15'000 CHF | 3'000 CHF | 98.25% | 98.25% |
10.07.2024 | 30.60% | 0.03 CHF | 0.04 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 14'111 CHF | 2'867 CHF | 100.00% | 100.00% |
09.07.2024 | 35.69% | 0.03 CHF | 0.04 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 11'886 CHF | 2'533 CHF | 94.27% | 94.27% |
08.07.2024 | 36.87% | 0.02 CHF | 0.03 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 11'372 CHF | 2'456 CHF | 99.89% | 99.89% |
05.07.2024 | 28.57% | 0.03 CHF | 0.04 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 15'000 CHF | 3'000 CHF | 98.86% | 98.86% |
04.07.2024 | 37.98% | 0.03 CHF | 0.04 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 10'882 CHF | 2'382 CHF | 97.51% | 97.51% |
03.07.2024 | 47.26% | 0.02 CHF | 0.03 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 9'368 CHF | 2'241 CHF | 99.71% | 99.71% |
02.07.2024 | 85.27% | 0.02 CHF | 0.03 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 5'865 CHF | 2'126 CHF | 99.48% | 99.48% |