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 | 71.40% | 0.01 CHF | 0.02 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 4,503 CHF | 9,503 CHF | 94.95% | 94.95% |
12/07/2024 | 63.44% | 0.01 CHF | 0.02 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 5,392 CHF | 10,392 CHF | 96.27% | 96.27% |
11/07/2024 | 65.63% | 0.01 CHF | 0.02 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 5,127 CHF | 10,127 CHF | 98.08% | 98.08% |
10/07/2024 | 69.87% | 0.01 CHF | 0.02 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 4,714 CHF | 9,714 CHF | 99.02% | 99.02% |
09/07/2024 | 67.75% | 0.01 CHF | 0.02 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 4,887 CHF | 9,887 CHF | 98.03% | 98.03% |
08/07/2024 | 66.26% | 0.01 CHF | 0.02 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 5,052 CHF | 10,053 CHF | 97.17% | 97.17% |
05/07/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 5,000 CHF | 10,000 CHF | 98.21% | 98.21% |
04/07/2024 | 57.74% | 0.01 CHF | 0.02 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 6,166 CHF | 11,166 CHF | 97.81% | 97.81% |
03/07/2024 | 61.13% | 0.01 CHF | 0.02 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 5,687 CHF | 10,687 CHF | 97.58% | 97.58% |
02/07/2024 | 67.56% | 0.01 CHF | 0.02 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 4,906 CHF | 9,906 CHF | 97.21% | 97.21% |