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 | 39.79% | 0.02 CHF | 0.03 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 10,093 CHF | 1,509 CHF | 98.73% | 98.73% |
12/07/2024 | 42.88% | 0.02 CHF | 0.03 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 9,459 CHF | 1,446 CHF | 99.38% | 99.38% |
11/07/2024 | 62.40% | 0.02 CHF | 0.03 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 5,800 CHF | 1,620 CHF | 99.16% | 99.16% |
10/07/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 5,000 CHF | 1,500 CHF | 100.00% | 100.00% |
09/07/2024 | 52.83% | 0.01 CHF | 0.02 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 7,594 CHF | 1,889 CHF | 100.00% | 100.00% |
08/07/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 10,000 CHF | 1,500 CHF | 100.00% | 100.00% |
05/07/2024 | 30.48% | 0.02 CHF | 0.03 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 14,194 CHF | 1,919 CHF | 99.62% | 99.62% |
04/07/2024 | 35.26% | 0.03 CHF | 0.04 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 12,075 CHF | 1,707 CHF | 100.00% | 100.00% |
03/07/2024 | 39.38% | 0.03 CHF | 0.04 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 10,271 CHF | 2,291 CHF | 99.73% | 99.73% |
02/07/2024 | 41.40% | 0.02 CHF | 0.03 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 9,738 CHF | 1,474 CHF | 100.00% | 100.00% |