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 | 16.39% | 0.05 CHF | 0.06 CHF | 500'000 | 25'000 | 489'718 | 25'000 | 29'124 CHF | 1'745 CHF | 93.56% | 93.56% |
12.07.2024 | 11.58% | 0.09 CHF | 0.10 CHF | 500'000 | 25'000 | 500'000 | 25'000 | 40'772 CHF | 2'289 CHF | 100.00% | 100.00% |
11.07.2024 | 16.16% | 0.06 CHF | 0.07 CHF | 500'000 | 25'000 | 500'000 | 25'000 | 28'621 CHF | 1'681 CHF | 100.00% | 100.00% |
10.07.2024 | 21.09% | 0.05 CHF | 0.06 CHF | 500'000 | 25'000 | 500'000 | 25'000 | 21'401 CHF | 1'320 CHF | 100.00% | 100.00% |
09.07.2024 | 20.49% | 0.04 CHF | 0.05 CHF | 500'000 | 25'000 | 500'000 | 25'000 | 22'143 CHF | 1'357 CHF | 100.00% | 100.00% |
08.07.2024 | 15.36% | 0.04 CHF | 0.05 CHF | 500'000 | 25'000 | 500'000 | 25'000 | 30'623 CHF | 1'781 CHF | 100.00% | 100.00% |
05.07.2024 | 11.18% | 0.07 CHF | 0.08 CHF | 500'000 | 25'000 | 500'000 | 25'000 | 42'581 CHF | 2'379 CHF | 98.96% | 98.96% |
04.07.2024 | 35.69% | 0.08 CHF | 0.11 CHF | 25'000 | 25'000 | 79'658 | 25'000 | 6'229 CHF | 2'666 CHF | 99.05% | 99.05% |
03.07.2024 | 11.18% | 0.08 CHF | 0.09 CHF | 500'000 | 25'000 | 500'000 | 25'000 | 42'473 CHF | 2'374 CHF | 100.00% | 100.00% |
02.07.2024 | 14.45% | 0.07 CHF | 0.08 CHF | 500'000 | 25'000 | 500'000 | 25'000 | 32'280 CHF | 1'864 CHF | 100.00% | 100.00% |