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 | 41.49% | 0.02 CHF | 0.03 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 14'582 CHF | 7'361 CHF | 99.16% | 99.16% |
12.07.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 15'000 CHF | 7'500 CHF | 99.17% | 99.17% |
11.07.2024 | 36.39% | 0.02 CHF | 0.03 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 17'372 CHF | 8'291 CHF | 99.17% | 99.17% |
10.07.2024 | 39.11% | 0.03 CHF | 0.04 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 15'582 CHF | 7'694 CHF | 99.16% | 99.16% |
09.07.2024 | 28.82% | 0.02 CHF | 0.03 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 22'337 CHF | 9'946 CHF | 99.17% | 99.17% |
08.07.2024 | 23.41% | 0.03 CHF | 0.04 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 28'598 CHF | 12'033 CHF | 99.15% | 99.15% |
05.07.2024 | 22.47% | 0.04 CHF | 0.05 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 29'712 CHF | 12'404 CHF | 99.16% | 99.16% |
04.07.2024 | 28.57% | 0.03 CHF | 0.04 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 22'500 CHF | 10'000 CHF | 99.17% | 99.17% |
03.07.2024 | 35.57% | 0.03 CHF | 0.04 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 17'910 CHF | 8'470 CHF | 99.17% | 99.17% |
02.07.2024 | 46.63% | 0.02 CHF | 0.03 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 13'135 CHF | 6'878 CHF | 99.16% | 99.16% |