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 | 58.39% | 0.02 CHF | 0.03 CHF | 500,000 | 100,000 | 290,200 | 76,689 | 5,386 CHF | 2,121 CHF | 45.28% | 47.98% |
12/07/2024 | 18.27% | 0.05 CHF | 0.06 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 24,895 CHF | 5,979 CHF | 99.01% | 99.01% |
11/07/2024 | 18.25% | 0.05 CHF | 0.06 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 24,917 CHF | 5,983 CHF | 90.45% | 90.45% |
10/07/2024 | 22.14% | 0.04 CHF | 0.05 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 20,103 CHF | 5,021 CHF | 99.73% | 99.73% |
09/07/2024 | 19.62% | 0.04 CHF | 0.05 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 23,224 CHF | 5,645 CHF | 97.58% | 97.58% |
08/07/2024 | 18.26% | 0.05 CHF | 0.06 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 24,902 CHF | 5,980 CHF | 99.74% | 99.74% |
05/07/2024 | 16.36% | 0.05 CHF | 0.06 CHF | 500,000 | 100,000 | 495,957 | 99,551 | 28,301 CHF | 6,678 CHF | 98.47% | 98.47% |
04/07/2024 | 18.18% | 0.05 CHF | 0.06 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 25,000 CHF | 6,000 CHF | 99.42% | 99.42% |
03/07/2024 | 19.70% | 0.05 CHF | 0.06 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 23,125 CHF | 5,625 CHF | 99.82% | 99.82% |
02/07/2024 | 22.22% | 0.04 CHF | 0.05 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 20,005 CHF | 5,001 CHF | 99.74% | 99.74% |