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 | 22.22% | 0.04 CHF | 0.05 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 20'000 CHF | 5'000 CHF | 99.66% | 99.66% |
12.07.2024 | 22.22% | 0.04 CHF | 0.05 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 20'000 CHF | 5'000 CHF | 99.01% | 99.01% |
11.07.2024 | 20.40% | 0.04 CHF | 0.05 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 22'259 CHF | 5'452 CHF | 99.09% | 99.09% |
10.07.2024 | 20.55% | 0.05 CHF | 0.06 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 22'071 CHF | 5'414 CHF | 100.00% | 100.00% |
09.07.2024 | 18.25% | 0.05 CHF | 0.06 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 24'918 CHF | 5'984 CHF | 100.00% | 100.00% |
08.07.2024 | 15.71% | 0.05 CHF | 0.06 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 29'414 CHF | 6'883 CHF | 99.07% | 99.07% |
05.07.2024 | 15.77% | 0.06 CHF | 0.07 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 29'310 CHF | 6'862 CHF | 98.89% | 98.89% |
04.07.2024 | 18.18% | 0.05 CHF | 0.06 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 25'000 CHF | 6'000 CHF | 100.00% | 100.00% |
03.07.2024 | 21.59% | 0.05 CHF | 0.06 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 21'043 CHF | 5'208 CHF | 99.99% | 99.99% |
02.07.2024 | 29.68% | 0.03 CHF | 0.04 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 14'513 CHF | 3'903 CHF | 100.00% | 100.00% |