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 | 15.58% | 0.05 CHF | 0.06 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 17,160 CHF | 6,685 CHF | 94.36% | 94.36% |
12/07/2024 | 16.98% | 0.05 CHF | 0.06 CHF | 50,000 | 100,000 | 300,000 | 100,000 | 15,235 CHF | 6,020 CHF | 96.82% | 99.01% |
11/07/2024 | 18.33% | 0.05 CHF | 0.06 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 14,145 CHF | 5,666 CHF | 99.08% | 99.08% |
10/07/2024 | 18.98% | 0.05 CHF | 0.06 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 13,130 CHF | 5,293 CHF | 100.00% | 100.00% |
09/07/2024 | 36.74% | 0.04 CHF | 0.05 CHF | 300,000 | 100,000 | 103,432 | 60,686 | 4,023 CHF | 3,264 CHF | 100.00% | 100.00% |
08/07/2024 | 21.52% | 0.04 CHF | 0.05 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 11,413 CHF | 4,722 CHF | 99.37% | 99.37% |
05/07/2024 | 19.96% | 0.04 CHF | 0.05 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 12,361 CHF | 5,032 CHF | 98.26% | 98.26% |
04/07/2024 | 41.69% | 0.04 CHF | 0.05 CHF | 300,000 | 100,000 | 68,437 | 53,687 | 2,512 CHF | 2,869 CHF | 99.37% | 99.37% |
03/07/2024 | 22.16% | 0.04 CHF | 0.05 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 11,285 CHF | 4,699 CHF | 100.00% | 100.00% |
02/07/2024 | 21.52% | 0.04 CHF | 0.05 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 11,692 CHF | 4,837 CHF | 99.96% | 99.96% |