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 | 49.70% | 0.02 CHF | 0.03 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 10'000 CHF | 1'682 CHF | 98.73% | 98.73% |
12.07.2024 | 43.02% | 0.02 CHF | 0.04 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 10'000 CHF | 1'557 CHF | 99.38% | 99.38% |
11.07.2024 | 40.43% | 0.02 CHF | 0.03 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 10'000 CHF | 1'508 CHF | 99.15% | 99.15% |
10.07.2024 | 41.56% | 0.02 CHF | 0.03 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 10'000 CHF | 1'529 CHF | 100.00% | 100.00% |
09.07.2024 | 51.05% | 0.02 CHF | 0.03 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 10'000 CHF | 1'707 CHF | 100.00% | 100.00% |
08.07.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 10'000 CHF | 1'500 CHF | 100.00% | 100.00% |
05.07.2024 | 73.92% | 0.01 CHF | 0.03 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 7'173 CHF | 1'500 CHF | 99.62% | 99.62% |
04.07.2024 | 47.64% | 0.02 CHF | 0.03 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 10'000 CHF | 1'643 CHF | 100.00% | 100.00% |
03.07.2024 | 64.66% | 0.02 CHF | 0.04 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 10'000 CHF | 1'962 CHF | 99.73% | 99.73% |
02.07.2024 | 46.13% | 0.02 CHF | 0.04 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 10'000 CHF | 1'615 CHF | 100.00% | 100.00% |