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 | 29.09% | 0.03 CHF | 0.04 CHF | 500,000 | 50,000 | 498,444 | 50,000 | 15,700 CHF | 2,111 CHF | 94.83% | 94.83% |
12/07/2024 | 22.28% | 0.04 CHF | 0.05 CHF | 489,454 | 50,000 | 489,617 | 50,000 | 19,574 CHF | 2,500 CHF | 99.01% | 99.01% |
11/07/2024 | 31.51% | 0.04 CHF | 0.05 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 15,428 CHF | 2,124 CHF | 99.09% | 99.09% |
10/07/2024 | 37.82% | 0.03 CHF | 0.04 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 11,849 CHF | 1,723 CHF | 97.71% | 97.71% |
09/07/2024 | 28.57% | 0.03 CHF | 0.04 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 15,000 CHF | 2,000 CHF | 99.81% | 99.81% |
08/07/2024 | 39.38% | 0.03 CHF | 0.04 CHF | 500,000 | 50,000 | 496,535 | 49,818 | 14,856 CHF | 2,236 CHF | 99.16% | 99.16% |
05/07/2024 | 28.59% | 0.03 CHF | 0.04 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 15,000 CHF | 2,001 CHF | 95.61% | 95.61% |
04/07/2024 | 46.89% | 0.03 CHF | 0.04 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 10,931 CHF | 1,762 CHF | 100.00% | 100.00% |
03/07/2024 | 44.15% | 0.02 CHF | 0.04 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 12,955 CHF | 2,000 CHF | 99.73% | 99.73% |
02/07/2024 | 57.99% | 0.02 CHF | 0.04 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 10,802 CHF | 1,952 CHF | 100.00% | 100.00% |