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 | 15.98% | 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 | 103.44% | 0.01 CHF | 0.02 CHF | 37'500 | 37'500 | 37'500 | 37'500 | 378 CHF | 1'198 CHF | 38.03% | 99.16% |
10.07.2024 | 25.06% | 0.06 CHF | 0.08 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 27'476 CHF | 5'289 CHF | 100.00% | 100.00% |
09.07.2024 | 29.48% | 0.05 CHF | 0.07 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 24'922 CHF | 5'042 CHF | 100.00% | 100.00% |
08.07.2024 | 28.46% | 0.04 CHF | 0.06 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 22'692 CHF | 4'510 CHF | 100.00% | 100.00% |
05.07.2024 | 34.14% | 0.04 CHF | 0.05 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 20'000 CHF | 4'253 CHF | 99.62% | 99.62% |
04.07.2024 | 38.01% | 0.04 CHF | 0.06 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 20'284 CHF | 4'468 CHF | 100.00% | 100.00% |
03.07.2024 | 23.12% | 0.04 CHF | 0.06 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 19'982 CHF | 3'784 CHF | 99.73% | 99.73% |
02.07.2024 | 39.12% | 0.04 CHF | 0.05 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 15'561 CHF | 3'479 CHF | 100.00% | 100.00% |