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 | 26.06% | 0.04 CHF | 0.05 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 21,915 CHF | 5,686 CHF | 89.97% | 89.97% |
12/07/2024 | 39.04% | 0.04 CHF | 0.06 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 20,000 CHF | 5,946 CHF | 87.00% | 87.00% |
11/07/2024 | 27.65% | 0.04 CHF | 0.06 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 22,536 CHF | 5,928 CHF | 91.65% | 91.65% |
10/07/2024 | 22.22% | 0.04 CHF | 0.05 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 20,000 CHF | 5,000 CHF | 99.39% | 99.39% |
09/07/2024 | 58.71% | 0.04 CHF | 0.05 CHF | 500,000 | 100,000 | 135,108 | 59,456 | 4,781 CHF | 3,355 CHF | 97.89% | 97.89% |
08/07/2024 | 40.73% | 0.04 CHF | 0.05 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 16,669 CHF | 5,000 CHF | 100.00% | 100.00% |
05/07/2024 | 47.11% | 0.03 CHF | 0.05 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 15,000 CHF | 4,851 CHF | 99.53% | 99.53% |
04/07/2024 | 46.07% | 0.03 CHF | 0.05 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 15,708 CHF | 5,000 CHF | 99.58% | 99.58% |
03/07/2024 | 47.96% | 0.03 CHF | 0.05 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 15,000 CHF | 4,895 CHF | 99.50% | 99.50% |
02/07/2024 | 32.88% | 0.04 CHF | 0.05 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 18,082 CHF | 5,000 CHF | 98.29% | 98.29% |