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 | 34.14% | 0.02 CHF | 0.03 CHF | 500'000 | 25'000 | 500'000 | 25'000 | 12'890 CHF | 894 CHF | 85.43% | 85.43% |
12.07.2024 | 38.81% | 0.03 CHF | 0.04 CHF | 500'000 | 25'000 | 500'000 | 25'000 | 11'135 CHF | 807 CHF | 98.29% | 98.29% |
11.07.2024 | 26.50% | 0.05 CHF | 0.06 CHF | 500'000 | 25'000 | 500'000 | 25'000 | 17'008 CHF | 1'100 CHF | 93.73% | 93.73% |
10.07.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 500'000 | 25'000 | 500'000 | 25'000 | 10'000 CHF | 750 CHF | 93.92% | 93.92% |
09.07.2024 | 22.09% | 0.04 CHF | 0.05 CHF | 500'000 | 25'000 | 500'000 | 25'000 | 20'688 CHF | 1'284 CHF | 92.36% | 92.36% |
08.07.2024 | 39.92% | 0.02 CHF | 0.03 CHF | 500'000 | 25'000 | 500'000 | 25'000 | 10'034 CHF | 752 CHF | 100.00% | 100.00% |
05.07.2024 | 20.60% | 0.03 CHF | 0.04 CHF | 500'000 | 25'000 | 480'731 | 25'000 | 25'957 CHF | 1'615 CHF | 89.10% | 89.10% |
04.07.2024 | 28.20% | 0.02 CHF | 0.03 CHF | 500'000 | 25'000 | 500'000 | 25'000 | 16'202 CHF | 1'060 CHF | 64.23% | 64.23% |
03.07.2024 | 56.90% | 0.02 CHF | 0.03 CHF | 500'000 | 25'000 | 500'000 | 25'000 | 6'832 CHF | 592 CHF | 91.73% | 91.73% |
02.07.2024 | 32.17% | 0.03 CHF | 0.04 CHF | 500'000 | 25'000 | 500'000 | 25'000 | 13'692 CHF | 935 CHF | 56.89% | 56.89% |