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 | 114.59% | 0.01 CHF | 0.04 CHF | 500,000 | 25,000 | 500,000 | 25,000 | 5,507 CHF | 1,000 CHF | 94.51% | 94.51% |
12/07/2024 | 105.50% | 0.01 CHF | 0.04 CHF | 500,000 | 25,000 | 500,000 | 25,000 | 6,392 CHF | 1,004 CHF | 98.90% | 98.90% |
11/07/2024 | 120.00% | 0.01 CHF | 0.04 CHF | 500,000 | 25,000 | 500,000 | 25,000 | 5,000 CHF | 1,000 CHF | 98.05% | 98.05% |
10/07/2024 | 120.00% | 0.01 CHF | 0.04 CHF | 500,000 | 25,000 | 500,000 | 25,000 | 5,000 CHF | 1,000 CHF | 99.89% | 99.89% |
09/07/2024 | 117.61% | 0.01 CHF | 0.04 CHF | 500,000 | 25,000 | 500,000 | 25,000 | 5,000 CHF | 970 CHF | 99.90% | 99.90% |
08/07/2024 | 114.79% | 0.01 CHF | 0.04 CHF | 500,000 | 25,000 | 500,000 | 25,000 | 5,000 CHF | 935 CHF | 100.00% | 100.00% |
05/07/2024 | 100.00% | 0.01 CHF | 0.03 CHF | 500,000 | 25,000 | 500,000 | 25,000 | 5,000 CHF | 750 CHF | 83.76% | 98.86% |
04/07/2024 | 100.00% | 0.01 CHF | 0.03 CHF | 500,000 | 25,000 | 500,000 | 25,000 | 5,000 CHF | 750 CHF | 76.43% | 100.00% |
03/07/2024 | 100.00% | 0.01 CHF | 0.03 CHF | 500,000 | 25,000 | 500,000 | 25,000 | 5,000 CHF | 750 CHF | 8.91% | 99.73% |
02/07/2024 | 103.43% | 0.01 CHF | 0.03 CHF | 500,000 | 25,000 | 500,000 | 25,000 | 5,000 CHF | 793 CHF | 64.08% | 100.00% |