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 | 76.91% | 0.01 CHF | 0.03 CHF | 500,000 | 100,000 | 484,047 | 100,000 | 7,201 CHF | 3,311 CHF | 96.56% | 96.56% |
12/07/2024 | 89.50% | 0.01 CHF | 0.03 CHF | 500,000 | 100,000 | 355,863 | 100,000 | 4,404 CHF | 3,173 CHF | 99.01% | 99.01% |
11/07/2024 | 98.49% | 0.01 CHF | 0.03 CHF | 100,000 | 100,000 | 102,435 | 100,000 | 1,058 CHF | 3,008 CHF | 99.09% | 99.09% |
10/07/2024 | 105.16% | 0.01 CHF | 0.03 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 937 CHF | 3,008 CHF | 100.00% | 100.00% |
09/07/2024 | 152.59% | 0.01 CHF | 0.03 CHF | 100,000 | 100,000 | 60,686 | 60,686 | 301 CHF | 1,930 CHF | 100.00% | 100.00% |
08/07/2024 | 128.47% | 0.01 CHF | 0.03 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 654 CHF | 3,000 CHF | 99.36% | 99.36% |
05/07/2024 | 115.44% | 0.01 CHF | 0.03 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 806 CHF | 3,000 CHF | 98.26% | 98.26% |
04/07/2024 | 158.36% | 0.01 CHF | 0.03 CHF | 100,000 | 100,000 | 54,119 | 54,119 | 224 CHF | 1,748 CHF | 88.97% | 99.38% |
03/07/2024 | 127.35% | 0.01 CHF | 0.03 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 689 CHF | 3,100 CHF | 100.00% | 100.00% |
02/07/2024 | 125.77% | 0.01 CHF | 0.03 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 707 CHF | 3,100 CHF | 100.00% | 100.00% |