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 | 32.40% | 0.03 CHF | 0.05 CHF | 500,000 | 100,000 | 432,641 | 100,000 | 16,909 CHF | 5,281 CHF | 93.66% | 93.66% |
12/07/2024 | 35.26% | 0.04 CHF | 0.05 CHF | 500,000 | 100,000 | 474,933 | 100,000 | 16,901 CHF | 5,000 CHF | 96.09% | 96.09% |
11/07/2024 | 57.18% | 0.03 CHF | 0.05 CHF | 100,000 | 100,000 | 133,830 | 100,000 | 3,814 CHF | 5,000 CHF | 97.58% | 97.58% |
10/07/2024 | 85.71% | 0.02 CHF | 0.05 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 2,000 CHF | 5,000 CHF | 96.75% | 96.75% |
09/07/2024 | 85.71% | 0.02 CHF | 0.05 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 2,000 CHF | 5,000 CHF | 99.55% | 99.55% |
08/07/2024 | 85.71% | 0.02 CHF | 0.05 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 2,000 CHF | 5,000 CHF | 96.75% | 96.75% |
05/07/2024 | 82.82% | 0.02 CHF | 0.05 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 2,000 CHF | 4,828 CHF | 99.51% | 99.51% |
04/07/2024 | 65.92% | 0.02 CHF | 0.05 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 2,454 CHF | 4,800 CHF | 99.66% | 99.66% |
03/07/2024 | 65.51% | 0.02 CHF | 0.05 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 2,465 CHF | 4,800 CHF | 98.97% | 98.97% |
02/07/2024 | 82.19% | 0.02 CHF | 0.05 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 2,004 CHF | 4,800 CHF | 99.86% | 99.86% |