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 | 66.67% | 0.02 CHF | 0.04 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 10'000 CHF | 2'000 CHF | 98.72% | 98.72% |
12.07.2024 | 63.22% | 0.02 CHF | 0.04 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 10'452 CHF | 2'000 CHF | 99.38% | 99.38% |
11.07.2024 | 50.64% | 0.02 CHF | 0.04 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 9'873 CHF | 1'671 CHF | 99.16% | 99.16% |
10.07.2024 | 42.76% | 0.02 CHF | 0.03 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 9'770 CHF | 1'500 CHF | 100.00% | 100.00% |
09.07.2024 | 50.96% | 0.01 CHF | 0.03 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 9'800 CHF | 1'661 CHF | 100.00% | 100.00% |
08.07.2024 | 66.67% | 0.02 CHF | 0.04 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 10'000 CHF | 2'000 CHF | 100.00% | 100.00% |
05.07.2024 | 66.67% | 0.02 CHF | 0.04 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 10'000 CHF | 2'000 CHF | 99.62% | 99.62% |
04.07.2024 | 66.67% | 0.02 CHF | 0.04 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 10'000 CHF | 2'000 CHF | 100.00% | 100.00% |
03.07.2024 | 60.92% | 0.02 CHF | 0.04 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 10'000 CHF | 1'892 CHF | 99.73% | 99.73% |
02.07.2024 | 59.27% | 0.01 CHF | 0.03 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 8'394 CHF | 1'500 CHF | 100.00% | 100.00% |