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 | 45.38% | 0.02 CHF | 0.03 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 8'992 CHF | 2'798 CHF | 99.66% | 99.66% |
12.07.2024 | 40.82% | 0.02 CHF | 0.03 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 9'847 CHF | 2'969 CHF | 99.01% | 99.01% |
11.07.2024 | 42.41% | 0.02 CHF | 0.03 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 9'808 CHF | 2'962 CHF | 99.09% | 99.09% |
10.07.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 10'000 CHF | 3'000 CHF | 100.00% | 100.00% |
09.07.2024 | 33.17% | 0.02 CHF | 0.03 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 12'989 CHF | 3'598 CHF | 100.00% | 100.00% |
08.07.2024 | 29.23% | 0.02 CHF | 0.03 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 14'745 CHF | 3'949 CHF | 98.38% | 98.38% |
05.07.2024 | 28.60% | 0.03 CHF | 0.04 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 14'989 CHF | 3'998 CHF | 95.97% | 95.97% |
04.07.2024 | 28.57% | 0.03 CHF | 0.04 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 15'000 CHF | 4'000 CHF | 100.00% | 100.00% |
03.07.2024 | 36.43% | 0.03 CHF | 0.04 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 11'563 CHF | 3'313 CHF | 99.99% | 99.99% |
02.07.2024 | 40.62% | 0.02 CHF | 0.03 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 9'884 CHF | 2'977 CHF | 100.00% | 100.00% |