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 | 40.62% | 0.02 CHF | 0.03 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 9'884 CHF | 2'233 CHF | 88.99% | 88.99% |
12.07.2024 | 42.03% | 0.02 CHF | 0.03 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 9'619 CHF | 2'193 CHF | 99.01% | 99.01% |
11.07.2024 | 49.93% | 0.02 CHF | 0.03 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 8'138 CHF | 1'971 CHF | 90.82% | 90.82% |
10.07.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 5'000 CHF | 1'500 CHF | 95.82% | 95.82% |
09.07.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 5'000 CHF | 1'500 CHF | 75.68% | 98.40% |
08.07.2024 | 66.67% | 0.01 CHF | 0.01 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 5'000 CHF | 1'500 CHF | 19.31% | 97.64% |
05.07.2024 | 66.67% | 0.01 CHF | 0.01 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 5'000 CHF | 1'500 CHF | 33.17% | 98.50% |
04.07.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 5'000 CHF | 1'500 CHF | 1.56% | 93.73% |
03.07.2024 | 66.67% | 0.01 CHF | 0.01 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 5'000 CHF | 1'500 CHF | 2.24% | 99.75% |
02.07.2024 | - | - CHF | 0.01 CHF | 0 | 75'000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 98.11% |