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 | 22.16% | 0.04 CHF | 0.05 CHF | 398,789 | 50,000 | 423,580 | 50,000 | 17,005 CHF | 2,508 CHF | 81.98% | 81.98% |
12/07/2024 | 22.52% | 0.04 CHF | 0.05 CHF | 472,466 | 50,000 | 451,043 | 50,000 | 17,819 CHF | 2,476 CHF | 91.40% | 91.40% |
11/07/2024 | 22.22% | 0.04 CHF | 0.05 CHF | 408,060 | 50,000 | 408,060 | 50,000 | 16,322 CHF | 2,500 CHF | 98.67% | 98.67% |
10/07/2024 | 28.32% | 0.03 CHF | 0.04 CHF | 489,295 | 50,000 | 499,230 | 50,000 | 15,171 CHF | 2,020 CHF | 99.41% | 99.41% |
09/07/2024 | 28.57% | 0.03 CHF | 0.04 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 15,000 CHF | 2,000 CHF | 87.05% | 87.05% |
08/07/2024 | 28.57% | 0.03 CHF | 0.04 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 15,000 CHF | 2,000 CHF | 88.03% | 88.03% |
05/07/2024 | 28.90% | 0.03 CHF | 0.04 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 14,858 CHF | 1,986 CHF | 97.09% | 97.09% |
04/07/2024 | 28.57% | 0.03 CHF | 0.04 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 15,000 CHF | 2,000 CHF | 98.24% | 98.24% |
03/07/2024 | 35.00% | 0.03 CHF | 0.04 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 12,186 CHF | 1,719 CHF | 99.65% | 99.65% |
02/07/2024 | 39.81% | 0.02 CHF | 0.03 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 10,082 CHF | 1,508 CHF | 98.10% | 98.10% |