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 | 34.78% | 0.02 CHF | 0.03 CHF | 500,000 | 25,000 | 500,000 | 25,000 | 12,287 CHF | 864 CHF | 96.78% | 96.78% |
12/07/2024 | 35.40% | 0.03 CHF | 0.04 CHF | 500,000 | 25,000 | 500,000 | 25,000 | 12,014 CHF | 851 CHF | 99.01% | 99.01% |
11/07/2024 | 28.41% | 0.03 CHF | 0.04 CHF | 500,000 | 25,000 | 500,000 | 25,000 | 15,126 CHF | 1,006 CHF | 97.69% | 97.69% |
10/07/2024 | 28.57% | 0.03 CHF | 0.04 CHF | 500,000 | 25,000 | 500,000 | 25,000 | 15,000 CHF | 1,000 CHF | 100.00% | 100.00% |
09/07/2024 | 26.61% | 0.03 CHF | 0.04 CHF | 500,000 | 25,000 | 500,000 | 25,000 | 16,541 CHF | 1,077 CHF | 100.00% | 100.00% |
08/07/2024 | 21.88% | 0.04 CHF | 0.05 CHF | 500,000 | 25,000 | 500,000 | 25,000 | 20,428 CHF | 1,271 CHF | 100.00% | 100.00% |
05/07/2024 | 22.08% | 0.04 CHF | 0.05 CHF | 500,000 | 25,000 | 500,000 | 25,000 | 20,213 CHF | 1,261 CHF | 61.81% | 61.81% |
04/07/2024 | 41.83% | 0.03 CHF | 0.04 CHF | 500,000 | 25,000 | 48,763 | 13,430 | 1,497 CHF | 614 CHF | 100.00% | 100.00% |
03/07/2024 | 40.33% | 0.03 CHF | 0.05 CHF | 12,500 | 12,500 | 12,500 | 12,500 | 422 CHF | 630 CHF | 100.00% | 100.00% |
02/07/2024 | 54.76% | 0.03 CHF | 0.04 CHF | 12,500 | 12,500 | 12,500 | 12,500 | 297 CHF | 515 CHF | 99.34% | 99.34% |