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 | 68.40% | 0.01 CHF | 0.02 CHF | 100,000 | 100,000 | 244,070 | 100,000 | 2,441 CHF | 2,052 CHF | 18.80% | 40.50% |
12/07/2024 | 63.69% | 0.01 CHF | 0.02 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 5,559 CHF | 2,112 CHF | 99.01% | 99.01% |
11/07/2024 | 66.66% | 0.01 CHF | 0.02 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 5,000 CHF | 2,000 CHF | 90.45% | 90.45% |
10/07/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 5,000 CHF | 2,000 CHF | 99.65% | 99.65% |
09/07/2024 | 65.67% | 0.01 CHF | 0.02 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 5,187 CHF | 2,037 CHF | 97.37% | 97.37% |
08/07/2024 | 66.36% | 0.01 CHF | 0.02 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 5,058 CHF | 2,012 CHF | 99.74% | 99.74% |
05/07/2024 | 48.14% | 0.01 CHF | 0.02 CHF | 500,000 | 100,000 | 495,957 | 99,551 | 8,490 CHF | 2,702 CHF | 98.47% | 98.47% |
04/07/2024 | 66.56% | 0.01 CHF | 0.02 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 5,021 CHF | 2,004 CHF | 99.42% | 99.42% |
03/07/2024 | 66.64% | 0.01 CHF | 0.02 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 5,005 CHF | 2,001 CHF | 99.82% | 99.82% |
02/07/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 5,000 CHF | 2,000 CHF | 99.74% | 99.74% |