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 | 35.60% | 0.05 CHF | 0.07 CHF | 366'456 | 75'000 | 350'765 | 75'000 | 16'297 CHF | 5'012 CHF | 99.72% | 99.72% |
12.07.2024 | 42.16% | 0.04 CHF | 0.06 CHF | 444'145 | 75'000 | 393'942 | 75'000 | 15'148 CHF | 4'431 CHF | 99.01% | 99.01% |
11.07.2024 | 49.07% | 0.04 CHF | 0.06 CHF | 431'959 | 75'000 | 461'239 | 75'000 | 14'241 CHF | 3'820 CHF | 99.09% | 99.09% |
10.07.2024 | 48.98% | 0.03 CHF | 0.05 CHF | 438'415 | 75'000 | 449'399 | 75'000 | 13'945 CHF | 3'826 CHF | 100.00% | 100.00% |
09.07.2024 | 46.80% | 0.03 CHF | 0.05 CHF | 445'657 | 75'000 | 439'680 | 75'000 | 14'559 CHF | 3'990 CHF | 100.00% | 100.00% |
08.07.2024 | 50.00% | 0.03 CHF | 0.05 CHF | 488'606 | 75'000 | 488'606 | 75'000 | 14'658 CHF | 3'750 CHF | 100.00% | 100.00% |
05.07.2024 | 50.00% | 0.03 CHF | 0.05 CHF | 446'972 | 75'000 | 446'972 | 75'000 | 13'409 CHF | 3'750 CHF | 98.86% | 98.86% |
04.07.2024 | 48.39% | 0.03 CHF | 0.05 CHF | 459'122 | 75'000 | 440'923 | 75'000 | 13'961 CHF | 3'871 CHF | 100.00% | 100.00% |
03.07.2024 | 64.78% | 0.03 CHF | 0.05 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 10'565 CHF | 3'085 CHF | 99.82% | 99.82% |
02.07.2024 | 64.91% | 0.02 CHF | 0.04 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 10'231 CHF | 3'000 CHF | 100.00% | 100.00% |