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 | 25.00% | 0.03 CHF | 0.04 CHF | 500,000 | 25,000 | 500,000 | 25,000 | 18,345 CHF | 1,167 CHF | 96.07% | 96.07% |
12/07/2024 | 26.92% | 0.04 CHF | 0.05 CHF | 500,000 | 25,000 | 500,000 | 25,000 | 16,840 CHF | 1,092 CHF | 98.27% | 98.27% |
11/07/2024 | 20.08% | 0.06 CHF | 0.07 CHF | 500,000 | 25,000 | 500,000 | 25,000 | 23,347 CHF | 1,417 CHF | 93.73% | 93.73% |
10/07/2024 | 24.60% | 0.04 CHF | 0.05 CHF | 500,000 | 25,000 | 500,000 | 25,000 | 18,126 CHF | 1,156 CHF | 93.92% | 93.92% |
09/07/2024 | 14.80% | 0.06 CHF | 0.07 CHF | 500,000 | 25,000 | 500,000 | 25,000 | 32,145 CHF | 1,857 CHF | 92.36% | 92.36% |
08/07/2024 | 28.85% | 0.03 CHF | 0.04 CHF | 500,000 | 25,000 | 500,000 | 25,000 | 14,894 CHF | 995 CHF | 100.00% | 100.00% |
05/07/2024 | 16.37% | 0.04 CHF | 0.05 CHF | 500,000 | 25,000 | 464,679 | 25,000 | 29,480 CHF | 1,865 CHF | 89.10% | 89.10% |
04/07/2024 | 20.96% | 0.03 CHF | 0.04 CHF | 500,000 | 25,000 | 500,000 | 25,000 | 22,634 CHF | 1,382 CHF | 64.23% | 64.23% |
03/07/2024 | 28.57% | 0.03 CHF | 0.04 CHF | 500,000 | 25,000 | 500,000 | 25,000 | 15,000 CHF | 1,000 CHF | 93.18% | 93.18% |
02/07/2024 | 23.69% | 0.06 CHF | 0.07 CHF | 500,000 | 25,000 | 500,000 | 25,000 | 23,403 CHF | 1,420 CHF | 36.91% | 36.91% |