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 | 42.21% | 0.03 CHF | 0.04 CHF | 500,000 | 75,000 | 255,616 | 55,185 | 7,504 CHF | 2,340 CHF | 95.94% | 95.94% |
12/07/2024 | 68.52% | 0.02 CHF | 0.04 CHF | 37,500 | 37,500 | 37,500 | 37,500 | 698 CHF | 1,406 CHF | 98.58% | 98.58% |
11/07/2024 | 28.57% | 0.03 CHF | 0.04 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 15,000 CHF | 3,000 CHF | 98.25% | 98.25% |
10/07/2024 | 30.60% | 0.03 CHF | 0.04 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 14,111 CHF | 2,867 CHF | 100.00% | 100.00% |
09/07/2024 | 35.69% | 0.03 CHF | 0.04 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 11,886 CHF | 2,533 CHF | 94.27% | 94.27% |
08/07/2024 | 36.87% | 0.02 CHF | 0.03 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 11,372 CHF | 2,456 CHF | 99.89% | 99.89% |
05/07/2024 | 28.57% | 0.03 CHF | 0.04 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 15,000 CHF | 3,000 CHF | 98.86% | 98.86% |
04/07/2024 | 37.98% | 0.03 CHF | 0.04 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 10,882 CHF | 2,382 CHF | 97.51% | 97.51% |
03/07/2024 | 47.26% | 0.02 CHF | 0.03 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 9,368 CHF | 2,241 CHF | 99.71% | 99.71% |
02/07/2024 | 85.27% | 0.02 CHF | 0.03 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 5,865 CHF | 2,126 CHF | 99.48% | 99.48% |