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 | 22.22% | 0.04 CHF | 0.05 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 20,000 CHF | 5,000 CHF | 84.84% | 84.84% |
12/07/2024 | 22.05% | 0.04 CHF | 0.05 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 20,208 CHF | 5,042 CHF | 88.97% | 88.97% |
11/07/2024 | 25.66% | 0.04 CHF | 0.05 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 17,292 CHF | 4,458 CHF | 96.22% | 96.22% |
10/07/2024 | 30.94% | 0.03 CHF | 0.04 CHF | 500,000 | 100,000 | 464,216 | 96,024 | 13,907 CHF | 3,861 CHF | 99.28% | 99.28% |
09/07/2024 | 59.91% | 0.02 CHF | 0.04 CHF | 50,000 | 50,000 | 50,286 | 50,032 | 1,211 CHF | 2,203 CHF | 97.34% | 97.34% |
08/07/2024 | 21.58% | 0.04 CHF | 0.05 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 20,915 CHF | 5,188 CHF | 100.00% | 100.00% |
05/07/2024 | 19.30% | 0.05 CHF | 0.06 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 27,502 CHF | 6,667 CHF | 94.34% | 94.34% |
04/07/2024 | 18.21% | 0.05 CHF | 0.06 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 25,218 CHF | 6,053 CHF | 99.17% | 99.17% |
03/07/2024 | 18.18% | 0.05 CHF | 0.06 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 25,000 CHF | 6,000 CHF | 92.81% | 92.81% |
02/07/2024 | 22.91% | 0.04 CHF | 0.05 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 19,458 CHF | 4,892 CHF | 100.00% | 100.00% |