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 | 30.07% | 0.04 CHF | 0.05 CHF | 500'000 | 50'000 | 482'383 | 50'000 | 20'324 CHF | 2'853 CHF | 98.73% | 98.73% |
12.07.2024 | 38.64% | 0.04 CHF | 0.06 CHF | 476'049 | 50'000 | 497'446 | 50'000 | 20'181 CHF | 2'998 CHF | 99.38% | 99.38% |
11.07.2024 | 27.75% | 0.04 CHF | 0.06 CHF | 473'649 | 50'000 | 495'846 | 50'000 | 19'911 CHF | 2'665 CHF | 99.15% | 99.15% |
10.07.2024 | 36.11% | 0.04 CHF | 0.05 CHF | 500'000 | 50'000 | 487'796 | 50'000 | 19'512 CHF | 2'890 CHF | 100.00% | 100.00% |
09.07.2024 | 31.13% | 0.04 CHF | 0.06 CHF | 485'768 | 50'000 | 488'291 | 50'000 | 21'502 CHF | 3'000 CHF | 100.00% | 100.00% |
08.07.2024 | 38.36% | 0.04 CHF | 0.06 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 20'000 CHF | 2'954 CHF | 100.00% | 100.00% |
05.07.2024 | 29.52% | 0.03 CHF | 0.05 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 18'687 CHF | 2'500 CHF | 99.62% | 99.62% |
04.07.2024 | 25.33% | 0.04 CHF | 0.05 CHF | 500'000 | 50'000 | 499'988 | 50'000 | 21'197 CHF | 2'735 CHF | 100.00% | 100.00% |
03.07.2024 | 37.34% | 0.04 CHF | 0.06 CHF | 499'010 | 50'000 | 494'629 | 50'000 | 20'395 CHF | 3'000 CHF | 99.73% | 99.73% |
02.07.2024 | 38.50% | 0.04 CHF | 0.06 CHF | 499'407 | 50'000 | 499'545 | 50'000 | 20'310 CHF | 2'999 CHF | 100.00% | 100.00% |