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 | 22.30% | 0.04 CHF | 0.05 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 19'939 CHF | 3'741 CHF | 88.99% | 88.99% |
12.07.2024 | 24.49% | 0.04 CHF | 0.05 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 18'211 CHF | 3'482 CHF | 99.01% | 99.01% |
11.07.2024 | 28.12% | 0.03 CHF | 0.04 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 15'356 CHF | 3'053 CHF | 90.82% | 90.82% |
10.07.2024 | 28.57% | 0.03 CHF | 0.04 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 15'000 CHF | 3'000 CHF | 96.53% | 96.53% |
09.07.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 10'000 CHF | 2'250 CHF | 98.40% | 98.40% |
08.07.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 10'000 CHF | 2'250 CHF | 97.64% | 97.64% |
05.07.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 10'000 CHF | 2'250 CHF | 98.50% | 98.50% |
04.07.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 10'000 CHF | 2'250 CHF | 93.73% | 93.73% |
03.07.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 10'000 CHF | 2'250 CHF | 99.75% | 99.75% |
02.07.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 10'000 CHF | 2'250 CHF | 100.00% | 100.00% |