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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/07/2024 | 66.67% | 0.01 CHF | 0.01 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 5,000 CHF | 1,000 CHF | 46.31% | 76.50% |
24/07/2024 | 47.65% | 0.01 CHF | 0.02 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 8,566 CHF | 1,357 CHF | 85.38% | 85.38% |
23/07/2024 | 40.94% | 0.02 CHF | 0.03 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 9,823 CHF | 1,482 CHF | 99.99% | 99.99% |
22/07/2024 | 51.45% | 0.02 CHF | 0.03 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 7,854 CHF | 1,285 CHF | 100.00% | 100.00% |
19/07/2024 | 39.47% | 0.02 CHF | 0.03 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 10,298 CHF | 1,530 CHF | 85.36% | 85.36% |
18/07/2024 | 38.67% | 0.02 CHF | 0.03 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 10,664 CHF | 1,566 CHF | 83.48% | 83.48% |
17/07/2024 | 36.35% | 0.02 CHF | 0.03 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 11,645 CHF | 1,665 CHF | 68.86% | 68.86% |
16/07/2024 | 27.68% | 0.03 CHF | 0.04 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 15,701 CHF | 2,070 CHF | 71.75% | 71.75% |
15/07/2024 | 26.87% | 0.03 CHF | 0.04 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 16,450 CHF | 2,145 CHF | 96.69% | 96.69% |
12/07/2024 | 23.88% | 0.04 CHF | 0.05 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 19,309 CHF | 2,431 CHF | 52.22% | 52.22% |