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 | 38.17% | 0.04 CHF | 0.05 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 20'000 CHF | 2'949 CHF | 98.72% | 98.72% |
12.07.2024 | 39.27% | 0.04 CHF | 0.06 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 20'167 CHF | 3'000 CHF | 99.38% | 99.38% |
11.07.2024 | 43.40% | 0.04 CHF | 0.06 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 16'709 CHF | 2'581 CHF | 99.16% | 99.16% |
10.07.2024 | 47.52% | 0.04 CHF | 0.05 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 15'446 CHF | 2'500 CHF | 100.00% | 100.00% |
09.07.2024 | 41.07% | 0.03 CHF | 0.05 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 16'608 CHF | 2'500 CHF | 100.00% | 100.00% |
08.07.2024 | 36.31% | 0.04 CHF | 0.06 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 20'000 CHF | 2'896 CHF | 100.00% | 100.00% |
05.07.2024 | 39.86% | 0.04 CHF | 0.06 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 20'000 CHF | 2'996 CHF | 99.62% | 99.62% |
04.07.2024 | 38.95% | 0.04 CHF | 0.06 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 20'000 CHF | 2'970 CHF | 100.00% | 100.00% |
03.07.2024 | 28.57% | 0.04 CHF | 0.05 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 18'889 CHF | 2'505 CHF | 99.73% | 99.73% |
02.07.2024 | 50.00% | 0.03 CHF | 0.05 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 15'000 CHF | 2'500 CHF | 100.00% | 100.00% |