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 | 66.67% | 0.01 CHF | 0.02 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 5'000 CHF | 1'500 CHF | 22.60% | 98.73% |
12.07.2024 | - | - CHF | 0.03 CHF | 0 | 37'500 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.38% |
11.07.2024 | 98.77% | 0.01 CHF | 0.03 CHF | 37'500 | 37'500 | 37'500 | 37'500 | 540 CHF | 1'523 CHF | 73.54% | 75.02% |
10.07.2024 | 13.68% | 0.12 CHF | 0.14 CHF | 278'236 | 75'000 | 297'754 | 75'000 | 31'978 CHF | 9'257 CHF | 100.00% | 100.00% |
09.07.2024 | 14.38% | 0.11 CHF | 0.12 CHF | 303'406 | 75'000 | 314'335 | 75'000 | 31'210 CHF | 8'612 CHF | 100.00% | 100.00% |
08.07.2024 | 15.91% | 0.08 CHF | 0.09 CHF | 363'760 | 75'000 | 338'211 | 75'000 | 29'986 CHF | 7'802 CHF | 100.00% | 100.00% |
05.07.2024 | 15.19% | 0.07 CHF | 0.09 CHF | 382'538 | 75'000 | 369'752 | 75'000 | 29'319 CHF | 6'934 CHF | 99.62% | 99.62% |
04.07.2024 | 14.58% | 0.08 CHF | 0.09 CHF | 368'722 | 75'000 | 364'431 | 75'000 | 29'857 CHF | 7'125 CHF | 100.00% | 100.00% |
03.07.2024 | 22.50% | 0.08 CHF | 0.10 CHF | 371'957 | 75'000 | 397'188 | 75'000 | 28'536 CHF | 6'751 CHF | 99.73% | 99.73% |
02.07.2024 | 18.07% | 0.07 CHF | 0.09 CHF | 413'309 | 75'000 | 460'333 | 75'000 | 28'114 CHF | 5'501 CHF | 100.00% | 100.00% |