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 | 158.91% | 0.01 CHF | 0.08 CHF | 500'000 | 150'000 | 438'355 | 146'433 | 4'245 CHF | 11'715 CHF | 76.65% | 76.65% |
12.07.2024 | 155.56% | 0.01 CHF | 0.08 CHF | 500'000 | 150'000 | 500'000 | 150'000 | 5'000 CHF | 12'000 CHF | 99.49% | 99.49% |
11.07.2024 | 155.56% | 0.01 CHF | 0.08 CHF | 500'000 | 150'000 | 500'000 | 150'000 | 5'000 CHF | 12'000 CHF | 99.56% | 99.56% |
10.07.2024 | 157.15% | 0.01 CHF | 0.08 CHF | 500'000 | 150'000 | 480'803 | 150'000 | 4'754 CHF | 12'000 CHF | 99.53% | 99.53% |
09.07.2024 | 171.42% | 0.01 CHF | 0.08 CHF | 150'000 | 150'000 | 326'515 | 150'000 | 2'723 CHF | 12'000 CHF | 99.56% | 99.56% |
08.07.2024 | 155.56% | 0.01 CHF | 0.08 CHF | 500'000 | 150'000 | 500'000 | 150'000 | 5'000 CHF | 12'000 CHF | 99.32% | 99.32% |
05.07.2024 | 155.56% | 0.01 CHF | 0.08 CHF | 500'000 | 150'000 | 499'999 | 150'000 | 5'000 CHF | 12'000 CHF | 98.52% | 98.52% |
04.07.2024 | 156.07% | 0.01 CHF | 0.08 CHF | 500'000 | 150'000 | 497'703 | 150'000 | 4'928 CHF | 12'000 CHF | 63.43% | 63.43% |
03.07.2024 | 155.56% | 0.01 CHF | 0.08 CHF | 500'000 | 150'000 | 500'000 | 150'000 | 5'000 CHF | 12'000 CHF | 99.58% | 99.58% |
02.07.2024 | 157.05% | 0.01 CHF | 0.08 CHF | 500'000 | 150'000 | 487'562 | 150'000 | 4'785 CHF | 12'000 CHF | 98.98% | 98.98% |