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 | 66.64% | 0.01 CHF | 0.02 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 5'005 CHF | 2'001 CHF | 99.66% | 99.66% |
12.07.2024 | 66.28% | 0.02 CHF | 0.03 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 5'072 CHF | 2'014 CHF | 99.01% | 99.01% |
11.07.2024 | 52.02% | 0.01 CHF | 0.02 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 7'746 CHF | 2'549 CHF | 99.09% | 99.09% |
10.07.2024 | 52.50% | 0.02 CHF | 0.03 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 7'657 CHF | 2'531 CHF | 100.00% | 100.00% |
09.07.2024 | 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% |
08.07.2024 | 30.58% | 0.02 CHF | 0.03 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 14'122 CHF | 3'824 CHF | 99.07% | 99.07% |
05.07.2024 | 28.83% | 0.03 CHF | 0.04 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 14'888 CHF | 3'978 CHF | 98.89% | 98.89% |
04.07.2024 | 34.70% | 0.03 CHF | 0.04 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 12'317 CHF | 3'463 CHF | 100.00% | 100.00% |
03.07.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 10'009 CHF | 3'002 CHF | 99.99% | 99.99% |
02.07.2024 | 63.25% | 0.01 CHF | 0.02 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 5'640 CHF | 2'128 CHF | 100.00% | 100.00% |