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 | 53.64% | 0.04 CHF | 0.05 CHF | 420,510 | 75,000 | 307,347 | 62,201 | 9,861 CHF | 3,184 CHF | 98.73% | 98.73% |
12/07/2024 | 29.63% | 0.04 CHF | 0.06 CHF | 417,740 | 75,000 | 445,135 | 75,000 | 16,472 CHF | 3,771 CHF | 99.38% | 99.38% |
11/07/2024 | 52.04% | 0.03 CHF | 0.05 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 11,498 CHF | 2,914 CHF | 99.16% | 99.16% |
10/07/2024 | 67.07% | 0.02 CHF | 0.03 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 7,744 CHF | 2,250 CHF | 100.00% | 100.00% |
09/07/2024 | 60.32% | 0.01 CHF | 0.03 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 8,307 CHF | 2,250 CHF | 100.00% | 100.00% |
08/07/2024 | 50.79% | 0.02 CHF | 0.03 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 10,000 CHF | 2,553 CHF | 100.00% | 100.00% |
05/07/2024 | 63.97% | 0.02 CHF | 0.03 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 10,000 CHF | 2,924 CHF | 99.62% | 99.62% |
04/07/2024 | 44.78% | 0.02 CHF | 0.04 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 12,873 CHF | 3,000 CHF | 100.00% | 100.00% |
03/07/2024 | 58.40% | 0.02 CHF | 0.04 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 11,143 CHF | 3,015 CHF | 99.73% | 99.73% |
02/07/2024 | 52.86% | 0.03 CHF | 0.04 CHF | 500,000 | 75,000 | 499,169 | 75,000 | 11,223 CHF | 2,840 CHF | 100.00% | 100.00% |