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 | 57.80% | 0.01 CHF | 0.02 CHF | 500'000 | 50'000 | 499'978 | 50'000 | 6'663 CHF | 1'166 CHF | 7.58% | 32.14% |
12.07.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 5'000 CHF | 1'000 CHF | 0.97% | 45.32% |
11.07.2024 | - | 0.01 CHF | 0.02 CHF | 500'000 | 50'000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 66.73% |
10.07.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 5'000 CHF | 1'000 CHF | 1.42% | 61.35% |
09.07.2024 | 66.67% | 0.01 CHF | 0.01 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 5'000 CHF | 1'000 CHF | 8.85% | 74.41% |
08.07.2024 | - | - CHF | 0.02 CHF | 0 | 50'000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 75.02% |
05.07.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 5'000 CHF | 1'000 CHF | 19.90% | 85.58% |
04.07.2024 | - | - CHF | 0.02 CHF | 0 | 50'000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 97.29% |
03.07.2024 | 99.51% | 0.01 CHF | 0.02 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 250 CHF | 746 CHF | 7.01% | 76.68% |
02.07.2024 | - | - CHF | 0.01 CHF | 0 | 25'000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 84.40% |