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 | 40.00% | 0.02 CHF | 0.03 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 10,000 CHF | 3,000 CHF | 98.16% | 98.16% |
12/07/2024 | 33.81% | 0.03 CHF | 0.04 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 12,709 CHF | 3,542 CHF | 98.42% | 98.42% |
11/07/2024 | 39.92% | 0.02 CHF | 0.03 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 10,033 CHF | 3,007 CHF | 99.09% | 99.09% |
10/07/2024 | 48.65% | 0.02 CHF | 0.03 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 8,378 CHF | 2,676 CHF | 100.00% | 100.00% |
09/07/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 5,000 CHF | 2,000 CHF | 100.00% | 100.00% |
08/07/2024 | 47.22% | 0.01 CHF | 0.02 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 8,646 CHF | 2,729 CHF | 100.00% | 100.00% |
05/07/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 10,000 CHF | 3,000 CHF | 98.88% | 98.88% |
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 | 99.50% | 99.50% |
03/07/2024 | 41.81% | 0.02 CHF | 0.03 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 9,660 CHF | 2,932 CHF | 99.68% | 99.68% |
02/07/2024 | 64.53% | 0.01 CHF | 0.02 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 5,401 CHF | 2,080 CHF | 85.28% | 85.28% |