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 | 25.00% | 0.03 CHF | 0.04 CHF | 500'000 | 25'000 | 500'000 | 25'000 | 18'345 CHF | 1'167 CHF | 96.07% | 96.07% |
12.07.2024 | 26.92% | 0.04 CHF | 0.05 CHF | 500'000 | 25'000 | 500'000 | 25'000 | 16'840 CHF | 1'092 CHF | 98.27% | 98.27% |
11.07.2024 | 20.08% | 0.06 CHF | 0.07 CHF | 500'000 | 25'000 | 500'000 | 25'000 | 23'347 CHF | 1'417 CHF | 93.73% | 93.73% |
10.07.2024 | 24.60% | 0.04 CHF | 0.05 CHF | 500'000 | 25'000 | 500'000 | 25'000 | 18'126 CHF | 1'156 CHF | 93.92% | 93.92% |
09.07.2024 | 14.80% | 0.06 CHF | 0.07 CHF | 500'000 | 25'000 | 500'000 | 25'000 | 32'145 CHF | 1'857 CHF | 92.36% | 92.36% |
08.07.2024 | 28.85% | 0.03 CHF | 0.04 CHF | 500'000 | 25'000 | 500'000 | 25'000 | 14'894 CHF | 995 CHF | 100.00% | 100.00% |
05.07.2024 | 16.37% | 0.04 CHF | 0.05 CHF | 500'000 | 25'000 | 464'679 | 25'000 | 29'480 CHF | 1'865 CHF | 89.10% | 89.10% |
04.07.2024 | 20.96% | 0.03 CHF | 0.04 CHF | 500'000 | 25'000 | 500'000 | 25'000 | 22'634 CHF | 1'382 CHF | 64.23% | 64.23% |
03.07.2024 | 28.57% | 0.03 CHF | 0.04 CHF | 500'000 | 25'000 | 500'000 | 25'000 | 15'000 CHF | 1'000 CHF | 93.18% | 93.18% |
02.07.2024 | 23.69% | 0.06 CHF | 0.07 CHF | 500'000 | 25'000 | 500'000 | 25'000 | 23'403 CHF | 1'420 CHF | 36.91% | 36.91% |