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 | 61.71% | 0.01 CHF | 0.02 CHF | 500,000 | 25,000 | 500,000 | 25,000 | 5,930 CHF | 546 CHF | 92.67% | 92.67% |
12/07/2024 | 64.98% | 0.02 CHF | 0.03 CHF | 500,000 | 25,000 | 500,000 | 25,000 | 5,317 CHF | 516 CHF | 98.45% | 98.45% |
11/07/2024 | 44.55% | 0.03 CHF | 0.04 CHF | 500,000 | 25,000 | 500,000 | 25,000 | 9,572 CHF | 729 CHF | 99.07% | 99.07% |
10/07/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 500,000 | 25,000 | 500,000 | 25,000 | 5,000 CHF | 500 CHF | 93.92% | 93.92% |
09/07/2024 | 38.03% | 0.02 CHF | 0.03 CHF | 500,000 | 25,000 | 500,000 | 25,000 | 10,862 CHF | 793 CHF | 91.17% | 91.64% |
08/07/2024 | 66.48% | 0.01 CHF | 0.02 CHF | 500,000 | 25,000 | 500,000 | 25,000 | 5,034 CHF | 502 CHF | 100.00% | 100.00% |
05/07/2024 | 32.35% | 0.02 CHF | 0.03 CHF | 500,000 | 25,000 | 500,000 | 25,000 | 13,347 CHF | 917 CHF | 85.00% | 89.12% |
04/07/2024 | 66.64% | 0.01 CHF | 0.02 CHF | 500,000 | 25,000 | 500,000 | 25,000 | 5,006 CHF | 500 CHF | 100.00% | 100.00% |
03/07/2024 | 62.04% | 0.02 CHF | 0.03 CHF | 500,000 | 25,000 | 500,000 | 25,000 | 5,867 CHF | 543 CHF | 87.59% | 93.08% |
02/07/2024 | 43.04% | 0.02 CHF | 0.03 CHF | 500,000 | 25,000 | 500,000 | 25,000 | 9,678 CHF | 734 CHF | 77.92% | 78.76% |