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 | 57.41% | 0.01 CHF | 0.02 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 7,160 CHF | 1,250 CHF | 99.73% | 99.73% |
12/07/2024 | 59.73% | 0.02 CHF | 0.03 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 7,424 CHF | 1,332 CHF | 99.01% | 99.01% |
11/07/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 5,000 CHF | 1,000 CHF | 99.09% | 99.09% |
10/07/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 5,000 CHF | 1,000 CHF | 100.00% | 100.00% |
09/07/2024 | 54.89% | 0.01 CHF | 0.02 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 7,500 CHF | 1,273 CHF | 100.00% | 100.00% |
08/07/2024 | 68.56% | 0.01 CHF | 0.02 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 7,177 CHF | 1,420 CHF | 100.00% | 100.00% |
05/07/2024 | 45.08% | 0.02 CHF | 0.03 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 9,271 CHF | 1,445 CHF | 98.86% | 98.86% |
04/07/2024 | 67.02% | 0.01 CHF | 0.02 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 5,000 CHF | 1,005 CHF | 100.00% | 100.00% |
03/07/2024 | 70.86% | 0.01 CHF | 0.02 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 5,000 CHF | 1,063 CHF | 99.82% | 99.82% |
02/07/2024 | 98.46% | 0.01 CHF | 0.02 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 5,000 CHF | 1,477 CHF | 73.60% | 100.00% |