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 | 40.00% | 0.02 CHF | 0.03 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 15'000 CHF | 7'500 CHF | 99.17% | 99.17% |
12.07.2024 | 61.17% | 0.02 CHF | 0.03 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 9'045 CHF | 5'515 CHF | 99.17% | 99.17% |
11.07.2024 | 55.64% | 0.02 CHF | 0.03 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 10'600 CHF | 6'033 CHF | 99.16% | 99.16% |
10.07.2024 | 64.69% | 0.02 CHF | 0.03 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 8'056 CHF | 5'185 CHF | 99.16% | 99.16% |
09.07.2024 | 52.26% | 0.01 CHF | 0.02 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 11'552 CHF | 6'351 CHF | 99.17% | 99.17% |
08.07.2024 | 56.03% | 0.01 CHF | 0.02 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 10'491 CHF | 5'997 CHF | 99.16% | 99.16% |
05.07.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 15'000 CHF | 7'500 CHF | 99.15% | 99.15% |
04.07.2024 | 39.38% | 0.02 CHF | 0.03 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 15'405 CHF | 7'635 CHF | 99.17% | 99.17% |
03.07.2024 | 38.26% | 0.03 CHF | 0.04 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 16'141 CHF | 7'880 CHF | 99.15% | 99.15% |
02.07.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 15'000 CHF | 7'500 CHF | 99.17% | 99.17% |