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 | 68.46% | 0.04 CHF | 0.08 CHF | 500'000 | 150'000 | 490'134 | 147'254 | 19'596 CHF | 11'780 CHF | 99.57% | 99.57% |
12.07.2024 | 57.71% | 0.05 CHF | 0.08 CHF | 500'000 | 150'000 | 500'000 | 150'000 | 22'182 CHF | 12'000 CHF | 99.49% | 99.49% |
11.07.2024 | 65.13% | 0.04 CHF | 0.08 CHF | 500'000 | 150'000 | 500'000 | 150'000 | 20'376 CHF | 12'000 CHF | 99.55% | 99.55% |
10.07.2024 | 88.23% | 0.04 CHF | 0.08 CHF | 500'000 | 150'000 | 499'999 | 150'000 | 15'553 CHF | 12'000 CHF | 99.53% | 99.53% |
09.07.2024 | 87.33% | 0.03 CHF | 0.08 CHF | 500'000 | 150'000 | 500'000 | 150'000 | 15'738 CHF | 12'000 CHF | 99.56% | 99.56% |
08.07.2024 | 66.67% | 0.04 CHF | 0.08 CHF | 500'000 | 150'000 | 499'999 | 150'000 | 20'000 CHF | 12'000 CHF | 99.53% | 99.53% |
05.07.2024 | 66.67% | 0.04 CHF | 0.08 CHF | 500'000 | 150'000 | 500'000 | 150'000 | 20'000 CHF | 12'000 CHF | 98.52% | 98.52% |
04.07.2024 | 66.67% | 0.04 CHF | 0.08 CHF | 500'000 | 150'000 | 500'000 | 150'000 | 20'000 CHF | 12'000 CHF | 64.06% | 64.06% |
03.07.2024 | 66.67% | 0.04 CHF | 0.08 CHF | 500'000 | 150'000 | 500'000 | 150'000 | 20'000 CHF | 12'000 CHF | 99.58% | 99.58% |
02.07.2024 | 76.25% | 0.04 CHF | 0.08 CHF | 500'000 | 150'000 | 500'000 | 150'000 | 18'022 CHF | 12'000 CHF | 98.97% | 98.97% |