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 |
---|---|---|---|---|---|---|---|---|---|---|---|
16/07/2024 | 40,00% | 0,02 CHF | 0,03 CHF | 500 000 | 75 000 | 500 000 | 75 000 | 10 000 CHF | 2 250 CHF | 62,82% | 62,82% |
15/07/2024 | 42,21% | 0,03 CHF | 0,04 CHF | 500 000 | 75 000 | 255 616 | 55 185 | 7 504 CHF | 2 340 CHF | 95,94% | 95,94% |
12/07/2024 | 68,52% | 0,02 CHF | 0,04 CHF | 37 500 | 37 500 | 37 500 | 37 500 | 698 CHF | 1 406 CHF | 98,58% | 98,58% |
11/07/2024 | 28,57% | 0,03 CHF | 0,04 CHF | 500 000 | 75 000 | 500 000 | 75 000 | 15 000 CHF | 3 000 CHF | 98,25% | 98,25% |
10/07/2024 | 30,60% | 0,03 CHF | 0,04 CHF | 500 000 | 75 000 | 500 000 | 75 000 | 14 111 CHF | 2 867 CHF | 100,00% | 100,00% |
09/07/2024 | 35,69% | 0,03 CHF | 0,04 CHF | 500 000 | 75 000 | 500 000 | 75 000 | 11 886 CHF | 2 533 CHF | 94,27% | 94,27% |
08/07/2024 | 36,87% | 0,02 CHF | 0,03 CHF | 500 000 | 75 000 | 500 000 | 75 000 | 11 372 CHF | 2 456 CHF | 99,89% | 99,89% |
05/07/2024 | 28,57% | 0,03 CHF | 0,04 CHF | 500 000 | 75 000 | 500 000 | 75 000 | 15 000 CHF | 3 000 CHF | 98,86% | 98,86% |
04/07/2024 | 37,98% | 0,03 CHF | 0,04 CHF | 500 000 | 75 000 | 500 000 | 75 000 | 10 882 CHF | 2 382 CHF | 97,51% | 97,51% |
03/07/2024 | 47,26% | 0,02 CHF | 0,03 CHF | 500 000 | 75 000 | 500 000 | 75 000 | 9 368 CHF | 2 241 CHF | 99,71% | 99,71% |