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 | 66.67% | 0.01 CHF | 0.02 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 5,000 CHF | 1,500 CHF | 22.60% | 98.73% |
12/07/2024 | - | - CHF | 0.03 CHF | 0 | 37,500 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.38% |
11/07/2024 | 98.77% | 0.01 CHF | 0.03 CHF | 37,500 | 37,500 | 37,500 | 37,500 | 540 CHF | 1,523 CHF | 73.54% | 75.02% |
10/07/2024 | 13.68% | 0.12 CHF | 0.14 CHF | 278,236 | 75,000 | 297,754 | 75,000 | 31,978 CHF | 9,257 CHF | 100.00% | 100.00% |
09/07/2024 | 14.38% | 0.11 CHF | 0.12 CHF | 303,406 | 75,000 | 314,335 | 75,000 | 31,210 CHF | 8,612 CHF | 100.00% | 100.00% |
08/07/2024 | 15.91% | 0.08 CHF | 0.09 CHF | 363,760 | 75,000 | 338,211 | 75,000 | 29,986 CHF | 7,802 CHF | 100.00% | 100.00% |
05/07/2024 | 15.19% | 0.07 CHF | 0.09 CHF | 382,538 | 75,000 | 369,752 | 75,000 | 29,319 CHF | 6,934 CHF | 99.62% | 99.62% |
04/07/2024 | 14.58% | 0.08 CHF | 0.09 CHF | 368,722 | 75,000 | 364,431 | 75,000 | 29,857 CHF | 7,125 CHF | 100.00% | 100.00% |
03/07/2024 | 22.50% | 0.08 CHF | 0.10 CHF | 371,957 | 75,000 | 397,188 | 75,000 | 28,536 CHF | 6,751 CHF | 99.73% | 99.73% |
02/07/2024 | 18.07% | 0.07 CHF | 0.09 CHF | 413,309 | 75,000 | 460,333 | 75,000 | 28,114 CHF | 5,501 CHF | 100.00% | 100.00% |