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 | 66.67% | 0.01 CHF | 0.02 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 1,000 CHF | 2,000 CHF | 9.20% | 40.29% |
12/07/2024 | 77.41% | 0.01 CHF | 0.02 CHF | 500,000 | 100,000 | 499,554 | 100,000 | 4,996 CHF | 2,322 CHF | 99.01% | 99.01% |
11/07/2024 | 88.87% | 0.01 CHF | 0.02 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 5,000 CHF | 2,666 CHF | 90.26% | 90.46% |
10/07/2024 | 98.09% | 0.01 CHF | 0.03 CHF | 500,000 | 100,000 | 499,577 | 100,000 | 4,996 CHF | 2,943 CHF | 95.66% | 95.66% |
09/07/2024 | 90.78% | 0.01 CHF | 0.03 CHF | 500,000 | 100,000 | 499,999 | 100,000 | 5,000 CHF | 2,724 CHF | 97.37% | 97.37% |
08/07/2024 | 89.26% | 0.01 CHF | 0.03 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 5,000 CHF | 2,678 CHF | 99.74% | 99.74% |
05/07/2024 | 72.52% | 0.01 CHF | 0.03 CHF | 500,000 | 100,000 | 495,548 | 99,551 | 4,955 CHF | 2,167 CHF | 98.47% | 98.47% |
04/07/2024 | 90.79% | 0.01 CHF | 0.02 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 5,000 CHF | 2,724 CHF | 99.42% | 99.42% |
03/07/2024 | 90.12% | 0.01 CHF | 0.03 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 5,000 CHF | 2,704 CHF | 99.82% | 99.82% |
02/07/2024 | 82.80% | 0.01 CHF | 0.03 CHF | 500,000 | 100,000 | 490,232 | 100,000 | 4,902 CHF | 2,484 CHF | 99.74% | 99.74% |