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 | 50.36% | 0.03 CHF | 0.05 CHF | 100,000 | 100,000 | 270,992 | 100,000 | 7,984 CHF | 4,883 CHF | 96.55% | 96.55% |
12/07/2024 | 54.20% | 0.03 CHF | 0.05 CHF | 300,000 | 100,000 | 128,238 | 100,000 | 3,418 CHF | 4,581 CHF | 99.01% | 99.01% |
11/07/2024 | 56.74% | 0.02 CHF | 0.04 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 2,452 CHF | 4,393 CHF | 99.09% | 99.09% |
10/07/2024 | 58.18% | 0.03 CHF | 0.05 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 2,347 CHF | 4,271 CHF | 100.00% | 100.00% |
09/07/2024 | 84.00% | 0.02 CHF | 0.04 CHF | 100,000 | 100,000 | 60,686 | 60,686 | 1,165 CHF | 2,722 CHF | 100.00% | 100.00% |
08/07/2024 | 63.78% | 0.02 CHF | 0.04 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 2,055 CHF | 3,978 CHF | 99.38% | 99.38% |
05/07/2024 | 60.50% | 0.02 CHF | 0.04 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 2,221 CHF | 4,146 CHF | 98.26% | 98.26% |
04/07/2024 | 90.82% | 0.02 CHF | 0.04 CHF | 100,000 | 100,000 | 53,687 | 53,687 | 949 CHF | 2,451 CHF | 99.38% | 99.38% |
03/07/2024 | 66.13% | 0.02 CHF | 0.04 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 1,963 CHF | 3,901 CHF | 100.00% | 100.00% |
02/07/2024 | 64.42% | 0.02 CHF | 0.04 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 2,032 CHF | 3,964 CHF | 100.00% | 100.00% |