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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/07/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 5,000 CHF | 1,000 CHF | 25.39% | 90.48% |
24/07/2024 | 45.80% | 0.01 CHF | 0.02 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 8,913 CHF | 1,391 CHF | 85.38% | 85.38% |
23/07/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 10,000 CHF | 1,500 CHF | 98.40% | 98.40% |
22/07/2024 | 51.01% | 0.02 CHF | 0.03 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 7,936 CHF | 1,294 CHF | 100.00% | 100.00% |
19/07/2024 | 41.84% | 0.02 CHF | 0.03 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 9,796 CHF | 1,480 CHF | 95.18% | 95.18% |
18/07/2024 | 31.66% | 0.02 CHF | 0.03 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 13,649 CHF | 1,865 CHF | 94.56% | 94.56% |
17/07/2024 | 27.33% | 0.03 CHF | 0.04 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 15,974 CHF | 2,097 CHF | 72.25% | 72.25% |
16/07/2024 | 22.22% | 0.04 CHF | 0.05 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 20,000 CHF | 2,500 CHF | 71.86% | 71.86% |
15/07/2024 | 19.88% | 0.04 CHF | 0.05 CHF | 500,000 | 50,000 | 478,700 | 50,000 | 21,912 CHF | 2,798 CHF | 97.72% | 97.72% |
12/07/2024 | 18.02% | 0.05 CHF | 0.06 CHF | 500,000 | 50,000 | 480,333 | 50,000 | 24,281 CHF | 3,028 CHF | 74.44% | 74.44% |