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 | 100.00% | 0.01 CHF | 0.03 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 5,000 CHF | 1,500 CHF | 96.82% | 98.61% |
12/07/2024 | 100.00% | 0.01 CHF | 0.03 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 5,000 CHF | 1,500 CHF | 68.32% | 99.38% |
11/07/2024 | 98.41% | 0.01 CHF | 0.03 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 5,132 CHF | 1,500 CHF | 99.15% | 99.15% |
10/07/2024 | 45.73% | 0.02 CHF | 0.04 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 11,165 CHF | 1,774 CHF | 100.00% | 100.00% |
09/07/2024 | 31.99% | 0.02 CHF | 0.04 CHF | 500,000 | 50,000 | 496,464 | 50,000 | 14,446 CHF | 2,000 CHF | 100.00% | 100.00% |
08/07/2024 | 36.49% | 0.02 CHF | 0.04 CHF | 500,000 | 50,000 | 494,144 | 50,000 | 14,265 CHF | 2,085 CHF | 100.00% | 100.00% |
05/07/2024 | 52.31% | 0.02 CHF | 0.04 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 11,401 CHF | 1,931 CHF | 99.62% | 99.62% |
04/07/2024 | 29.05% | 0.03 CHF | 0.04 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 14,954 CHF | 2,003 CHF | 100.00% | 100.00% |
03/07/2024 | 51.85% | 0.02 CHF | 0.04 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 9,406 CHF | 1,589 CHF | 99.73% | 99.73% |
02/07/2024 | 88.89% | 0.01 CHF | 0.03 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 5,000 CHF | 1,300 CHF | 89.18% | 100.00% |