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 | 24.88% | 0.03 CHF | 0.04 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 17,905 CHF | 4,581 CHF | 98.16% | 98.16% |
12/07/2024 | 22.22% | 0.04 CHF | 0.05 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 20,000 CHF | 5,000 CHF | 98.49% | 98.49% |
11/07/2024 | 27.16% | 0.04 CHF | 0.05 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 16,115 CHF | 4,223 CHF | 99.08% | 99.08% |
10/07/2024 | 30.29% | 0.03 CHF | 0.04 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 14,250 CHF | 3,850 CHF | 100.00% | 100.00% |
09/07/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 10,000 CHF | 3,000 CHF | 100.00% | 100.00% |
08/07/2024 | 28.57% | 0.03 CHF | 0.04 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 15,000 CHF | 4,000 CHF | 100.00% | 100.00% |
05/07/2024 | 28.57% | 0.03 CHF | 0.04 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 15,000 CHF | 4,000 CHF | 98.88% | 98.88% |
04/07/2024 | 28.57% | 0.03 CHF | 0.04 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 15,000 CHF | 4,000 CHF | 99.50% | 99.50% |
03/07/2024 | 29.14% | 0.03 CHF | 0.04 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 14,752 CHF | 3,950 CHF | 99.79% | 99.79% |
02/07/2024 | 39.52% | 0.02 CHF | 0.03 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 10,210 CHF | 3,042 CHF | 99.38% | 99.38% |