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 | 81.62% | 0.01 CHF | 0.03 CHF | 500,000 | 100,000 | 499,986 | 100,000 | 5,000 CHF | 2,449 CHF | 18.80% | 40.50% |
12/07/2024 | 40.03% | 0.02 CHF | 0.03 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 9,994 CHF | 2,999 CHF | 99.01% | 99.01% |
11/07/2024 | 40.06% | 0.02 CHF | 0.03 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 9,989 CHF | 2,998 CHF | 90.45% | 90.45% |
10/07/2024 | 40.04% | 0.02 CHF | 0.03 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 9,993 CHF | 2,999 CHF | 99.65% | 99.65% |
09/07/2024 | 40.03% | 0.02 CHF | 0.03 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 9,995 CHF | 2,999 CHF | 97.37% | 97.37% |
08/07/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 10,000 CHF | 3,000 CHF | 99.74% | 99.74% |
05/07/2024 | 33.82% | 0.02 CHF | 0.03 CHF | 500,000 | 100,000 | 495,957 | 99,551 | 12,728 CHF | 3,553 CHF | 98.47% | 98.47% |
04/07/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 10,000 CHF | 3,000 CHF | 99.42% | 99.42% |
03/07/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 10,000 CHF | 3,000 CHF | 99.82% | 99.82% |
02/07/2024 | 40.05% | 0.02 CHF | 0.03 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 9,991 CHF | 2,998 CHF | 99.74% | 99.74% |