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 | 60.14% | 0.03 CHF | 0.06 CHF | 500,000 | 25,000 | 500,000 | 25,000 | 17,546 CHF | 1,621 CHF | 98.73% | 98.73% |
12/07/2024 | 60.54% | 0.03 CHF | 0.06 CHF | 500,000 | 25,000 | 500,000 | 25,000 | 14,883 CHF | 1,396 CHF | 99.38% | 99.38% |
11/07/2024 | 66.26% | 0.03 CHF | 0.06 CHF | 500,000 | 25,000 | 500,000 | 25,000 | 15,160 CHF | 1,508 CHF | 99.15% | 99.15% |
10/07/2024 | 56.88% | 0.03 CHF | 0.05 CHF | 500,000 | 25,000 | 500,000 | 25,000 | 15,000 CHF | 1,353 CHF | 100.00% | 100.00% |
09/07/2024 | 65.86% | 0.03 CHF | 0.05 CHF | 500,000 | 25,000 | 500,000 | 25,000 | 15,000 CHF | 1,488 CHF | 100.00% | 100.00% |
08/07/2024 | 58.91% | 0.03 CHF | 0.06 CHF | 500,000 | 25,000 | 500,000 | 25,000 | 17,321 CHF | 1,579 CHF | 100.00% | 100.00% |
05/07/2024 | 52.62% | 0.04 CHF | 0.07 CHF | 500,000 | 25,000 | 500,000 | 25,000 | 20,419 CHF | 1,747 CHF | 99.62% | 99.62% |
04/07/2024 | 39.32% | 0.05 CHF | 0.07 CHF | 500,000 | 25,000 | 457,831 | 25,000 | 24,826 CHF | 2,021 CHF | 100.00% | 100.00% |
03/07/2024 | 46.71% | 0.06 CHF | 0.08 CHF | 472,288 | 25,000 | 478,217 | 25,000 | 22,431 CHF | 1,885 CHF | 96.53% | 96.53% |
02/07/2024 | 84.19% | 0.02 CHF | 0.05 CHF | 500,000 | 25,000 | 500,000 | 25,000 | 10,213 CHF | 1,250 CHF | 100.00% | 100.00% |