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 | 68.66% | 0.02 CHF | 0.05 CHF | 472'176 | 25'000 | 431'134 | 25'000 | 11'911 CHF | 1'414 CHF | 98.73% | 98.73% |
12.07.2024 | 69.74% | 0.03 CHF | 0.06 CHF | 475'149 | 25'000 | 494'366 | 25'000 | 12'313 CHF | 1'275 CHF | 99.38% | 99.38% |
11.07.2024 | 62.20% | 0.03 CHF | 0.06 CHF | 410'808 | 25'000 | 473'792 | 25'000 | 13'762 CHF | 1'384 CHF | 99.15% | 99.15% |
10.07.2024 | 80.13% | 0.02 CHF | 0.05 CHF | 500'000 | 25'000 | 500'000 | 25'000 | 10'783 CHF | 1'250 CHF | 100.00% | 100.00% |
09.07.2024 | 65.94% | 0.02 CHF | 0.05 CHF | 500'000 | 25'000 | 462'617 | 25'000 | 13'538 CHF | 1'452 CHF | 100.00% | 100.00% |
08.07.2024 | 57.12% | 0.03 CHF | 0.06 CHF | 423'966 | 25'000 | 425'284 | 25'000 | 14'634 CHF | 1'552 CHF | 100.00% | 100.00% |
05.07.2024 | 52.63% | 0.04 CHF | 0.07 CHF | 369'554 | 25'000 | 375'640 | 25'000 | 15'778 CHF | 1'793 CHF | 99.62% | 99.62% |
04.07.2024 | 33.82% | 0.05 CHF | 0.08 CHF | 331'034 | 25'000 | 304'743 | 25'000 | 19'282 CHF | 2'248 CHF | 100.00% | 100.00% |
03.07.2024 | 38.65% | 0.07 CHF | 0.10 CHF | 292'116 | 25'000 | 337'150 | 25'000 | 19'145 CHF | 2'133 CHF | 96.53% | 96.53% |
02.07.2024 | 84.40% | 0.02 CHF | 0.05 CHF | 500'000 | 25'000 | 500'000 | 25'000 | 10'183 CHF | 1'250 CHF | 100.00% | 100.00% |