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 | 20.11% | 0.04 CHF | 0.05 CHF | 468'517 | 50'000 | 444'710 | 50'000 | 20'001 CHF | 2'761 CHF | 82.80% | 82.80% |
12.07.2024 | 18.18% | 0.05 CHF | 0.06 CHF | 450'642 | 50'000 | 450'642 | 50'000 | 22'532 CHF | 3'000 CHF | 73.00% | 73.00% |
11.07.2024 | 21.08% | 0.05 CHF | 0.06 CHF | 477'915 | 50'000 | 478'932 | 50'000 | 20'504 CHF | 2'641 CHF | 96.90% | 96.90% |
10.07.2024 | 22.22% | 0.04 CHF | 0.05 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 20'000 CHF | 2'500 CHF | 97.99% | 97.99% |
09.07.2024 | 22.25% | 0.04 CHF | 0.05 CHF | 500'000 | 50'000 | 492'216 | 50'000 | 19'670 CHF | 2'498 CHF | 99.48% | 99.48% |
08.07.2024 | 19.99% | 0.04 CHF | 0.05 CHF | 477'637 | 50'000 | 478'753 | 50'000 | 21'794 CHF | 2'776 CHF | 93.57% | 93.57% |
05.07.2024 | 20.68% | 0.05 CHF | 0.06 CHF | 481'927 | 50'000 | 488'740 | 50'000 | 21'386 CHF | 2'691 CHF | 97.97% | 97.97% |
04.07.2024 | 37.72% | 0.04 CHF | 0.05 CHF | 500'000 | 50'000 | 59'704 | 26'827 | 2'388 CHF | 1'559 CHF | 99.69% | 99.69% |
03.07.2024 | 36.91% | 0.04 CHF | 0.05 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 868 CHF | 1'250 CHF | 100.00% | 100.00% |
02.07.2024 | 50.00% | 0.03 CHF | 0.05 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 750 CHF | 1'250 CHF | 96.75% | 96.75% |