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 | 88.12% | 0.02 CHF | 0.03 CHF | 500'000 | 500'000 | 187'693 | 187'693 | 2'734 CHF | 5'391 CHF | 98.67% | 98.67% |
12.07.2024 | 87.85% | 0.02 CHF | 0.03 CHF | 500'000 | 500'000 | 186'849 | 186'849 | 2'790 CHF | 5'441 CHF | 99.63% | 99.63% |
11.07.2024 | 86.54% | 0.02 CHF | 0.03 CHF | 500'000 | 500'000 | 195'425 | 195'425 | 2'986 CHF | 5'702 CHF | 90.68% | 90.68% |
10.07.2024 | 87.62% | 0.02 CHF | 0.03 CHF | 500'000 | 500'000 | 187'828 | 187'828 | 2'827 CHF | 5'485 CHF | 97.64% | 97.64% |
09.07.2024 | 92.47% | 0.01 CHF | 0.02 CHF | 500'000 | 500'000 | 189'873 | 189'873 | 1'905 CHF | 4'580 CHF | 96.26% | 96.26% |
08.07.2024 | 83.76% | 0.01 CHF | 0.02 CHF | 500'000 | 500'000 | 294'851 | 294'851 | 2'949 CHF | 6'410 CHF | 44.41% | 99.62% |
05.07.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 5'000 CHF | 10'000 CHF | 20.69% | 95.76% |
04.07.2024 | - | - CHF | 0.02 CHF | 0 | 100'000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 15.68% |
03.07.2024 | - | - CHF | 0.02 CHF | 0 | 500'000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.63% |
02.07.2024 | - | - CHF | 0.02 CHF | 0 | 500'000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 89.74% |