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 | 103.25% | 0.01 CHF | 0.02 CHF | 600'000 | 600'000 | 600'000 | 600'000 | 3'843 CHF | 12'000 CHF | 100.00% | 100.00% |
12.07.2024 | 88.24% | 0.01 CHF | 0.02 CHF | 600'000 | 600'000 | 600'000 | 600'000 | 4'662 CHF | 12'000 CHF | 99.93% | 99.93% |
11.07.2024 | 71.03% | 0.01 CHF | 0.02 CHF | 600'000 | 600'000 | 600'000 | 600'000 | 6'269 CHF | 12'865 CHF | 99.02% | 99.02% |
10.07.2024 | 64.50% | 0.01 CHF | 0.02 CHF | 600'000 | 600'000 | 600'000 | 600'000 | 6'348 CHF | 12'360 CHF | 100.00% | 100.00% |
09.07.2024 | 62.13% | 0.01 CHF | 0.02 CHF | 600'000 | 600'000 | 597'724 | 597'724 | 6'704 CHF | 12'704 CHF | 100.00% | 100.00% |
08.07.2024 | 66.22% | 0.01 CHF | 0.02 CHF | 600'000 | 600'000 | 598'960 | 598'960 | 6'076 CHF | 12'076 CHF | 100.00% | 100.00% |
05.07.2024 | 48.08% | 0.01 CHF | 0.02 CHF | 600'000 | 600'000 | 600'000 | 600'000 | 9'503 CHF | 15'503 CHF | 99.81% | 99.81% |
04.07.2024 | 40.17% | 0.02 CHF | 0.03 CHF | 600'000 | 600'000 | 600'000 | 600'000 | 11'999 CHF | 17'999 CHF | 100.00% | 100.00% |
03.07.2024 | 35.33% | 0.02 CHF | 0.03 CHF | 600'000 | 600'000 | 600'000 | 600'000 | 14'167 CHF | 20'167 CHF | 99.95% | 99.95% |
02.07.2024 | 29.69% | 0.03 CHF | 0.04 CHF | 600'000 | 600'000 | 600'000 | 600'000 | 17'228 CHF | 23'228 CHF | 100.00% | 100.00% |