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 | 99.66% | 99.66% |
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 | 99.01% | 99.01% |
11/07/2024 | 20.40% | 0.04 CHF | 0.05 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 22,259 CHF | 5,452 CHF | 99.09% | 99.09% |
10/07/2024 | 20.55% | 0.05 CHF | 0.06 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 22,071 CHF | 5,414 CHF | 100.00% | 100.00% |
09/07/2024 | 18.25% | 0.05 CHF | 0.06 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 24,918 CHF | 5,984 CHF | 100.00% | 100.00% |
08/07/2024 | 15.71% | 0.05 CHF | 0.06 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 29,414 CHF | 6,883 CHF | 99.07% | 99.07% |
05/07/2024 | 15.77% | 0.06 CHF | 0.07 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 29,310 CHF | 6,862 CHF | 98.89% | 98.89% |
04/07/2024 | 18.18% | 0.05 CHF | 0.06 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 25,000 CHF | 6,000 CHF | 100.00% | 100.00% |
03/07/2024 | 21.59% | 0.05 CHF | 0.06 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 21,043 CHF | 5,208 CHF | 99.99% | 99.99% |
02/07/2024 | 29.68% | 0.03 CHF | 0.04 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 14,513 CHF | 3,903 CHF | 100.00% | 100.00% |