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 | 59.57% | 0.03 CHF | 0.05 CHF | 500'000 | 75'000 | 342'150 | 62'201 | 10'144 CHF | 3'042 CHF | 98.73% | 98.73% |
12.07.2024 | 46.70% | 0.03 CHF | 0.05 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 14'991 CHF | 3'632 CHF | 99.38% | 99.38% |
11.07.2024 | 48.70% | 0.03 CHF | 0.05 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 11'631 CHF | 2'854 CHF | 99.15% | 99.15% |
10.07.2024 | 40.30% | 0.02 CHF | 0.03 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 10'000 CHF | 2'259 CHF | 100.00% | 100.00% |
09.07.2024 | 40.03% | 0.02 CHF | 0.03 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 9'997 CHF | 2'250 CHF | 100.00% | 100.00% |
08.07.2024 | 59.26% | 0.02 CHF | 0.03 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 10'000 CHF | 2'792 CHF | 100.00% | 100.00% |
05.07.2024 | 65.81% | 0.02 CHF | 0.04 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 10'000 CHF | 2'976 CHF | 99.62% | 99.62% |
04.07.2024 | 54.25% | 0.02 CHF | 0.04 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 11'630 CHF | 3'000 CHF | 100.00% | 100.00% |
03.07.2024 | 58.95% | 0.02 CHF | 0.04 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 11'013 CHF | 3'000 CHF | 99.73% | 99.73% |
02.07.2024 | 50.13% | 0.03 CHF | 0.04 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 11'589 CHF | 2'888 CHF | 100.00% | 100.00% |