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 | 47.28% | 0.02 CHF | 0.03 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 9,488 CHF | 3,056 CHF | 96.55% | 96.55% |
12/07/2024 | 70.51% | 0.02 CHF | 0.03 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 7,860 CHF | 3,293 CHF | 99.01% | 99.01% |
11/07/2024 | 84.68% | 0.01 CHF | 0.03 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 6,609 CHF | 3,259 CHF | 99.09% | 99.09% |
10/07/2024 | 88.70% | 0.02 CHF | 0.03 CHF | 500,000 | 100,000 | 321,819 | 100,000 | 3,982 CHF | 3,126 CHF | 100.00% | 100.00% |
09/07/2024 | 133.36% | 0.01 CHF | 0.03 CHF | 100,000 | 100,000 | 60,686 | 60,686 | 447 CHF | 2,022 CHF | 100.00% | 100.00% |
08/07/2024 | 111.42% | 0.01 CHF | 0.03 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 854 CHF | 3,000 CHF | 99.38% | 99.38% |
05/07/2024 | 97.54% | 0.01 CHF | 0.03 CHF | 100,000 | 100,000 | 104,299 | 100,000 | 1,092 CHF | 3,008 CHF | 98.26% | 98.26% |
04/07/2024 | 141.65% | 0.01 CHF | 0.03 CHF | 100,000 | 100,000 | 53,946 | 53,946 | 337 CHF | 1,838 CHF | 92.85% | 99.37% |
03/07/2024 | 108.85% | 0.01 CHF | 0.03 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 916 CHF | 3,100 CHF | 100.00% | 100.00% |
02/07/2024 | 107.30% | 0.01 CHF | 0.03 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 936 CHF | 3,100 CHF | 100.00% | 100.00% |