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 | 31.69% | 0.06 CHF | 0.08 CHF | 500'000 | 75'000 | 342'150 | 62'201 | 19'087 CHF | 4'600 CHF | 98.73% | 98.73% |
12.07.2024 | 28.37% | 0.06 CHF | 0.08 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 29'079 CHF | 5'800 CHF | 99.38% | 99.38% |
11.07.2024 | 32.60% | 0.06 CHF | 0.07 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 23'019 CHF | 4'774 CHF | 99.16% | 99.16% |
10.07.2024 | 34.49% | 0.04 CHF | 0.06 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 20'000 CHF | 4'268 CHF | 100.00% | 100.00% |
09.07.2024 | 35.26% | 0.04 CHF | 0.05 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 20'000 CHF | 4'300 CHF | 100.00% | 100.00% |
08.07.2024 | 40.00% | 0.04 CHF | 0.06 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 20'000 CHF | 4'500 CHF | 100.00% | 100.00% |
05.07.2024 | 35.65% | 0.04 CHF | 0.06 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 20'998 CHF | 4'500 CHF | 99.62% | 99.62% |
04.07.2024 | 25.43% | 0.04 CHF | 0.06 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 24'049 CHF | 4'653 CHF | 100.00% | 100.00% |
03.07.2024 | 24.75% | 0.05 CHF | 0.06 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 24'065 CHF | 4'623 CHF | 99.73% | 99.73% |
02.07.2024 | 31.12% | 0.05 CHF | 0.06 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 21'928 CHF | 4'492 CHF | 100.00% | 100.00% |