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 | 27.47% | 0.05 CHF | 0.07 CHF | 500'000 | 75'000 | 499'999 | 75'000 | 26'291 CHF | 5'189 CHF | 99.71% | 99.71% |
12.07.2024 | 25.48% | 0.06 CHF | 0.07 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 26'253 CHF | 5'084 CHF | 98.15% | 98.15% |
11.07.2024 | 17.71% | 0.06 CHF | 0.07 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 29'296 CHF | 5'240 CHF | 98.54% | 98.54% |
10.07.2024 | 33.53% | 0.05 CHF | 0.06 CHF | 500'000 | 100'000 | 447'269 | 94'141 | 19'271 CHF | 5'455 CHF | 100.00% | 100.00% |
09.07.2024 | 29.79% | 0.04 CHF | 0.06 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 21'962 CHF | 5'907 CHF | 100.00% | 100.00% |
08.07.2024 | 21.23% | 0.05 CHF | 0.06 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 25'655 CHF | 4'767 CHF | 100.00% | 100.00% |
05.07.2024 | 18.10% | 0.06 CHF | 0.07 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 29'642 CHF | 5'332 CHF | 98.89% | 98.89% |
04.07.2024 | 15.68% | 0.06 CHF | 0.07 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 30'000 CHF | 5'267 CHF | 100.00% | 100.00% |
03.07.2024 | 18.71% | 0.06 CHF | 0.07 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 28'974 CHF | 6'976 CHF | 100.00% | 100.00% |
02.07.2024 | 26.86% | 0.05 CHF | 0.06 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 21'428 CHF | 5'612 CHF | 100.00% | 100.00% |