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 | 45.38% | 0.02 CHF | 0.03 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 8,992 CHF | 2,798 CHF | 99.66% | 99.66% |
12/07/2024 | 40.82% | 0.02 CHF | 0.03 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 9,847 CHF | 2,969 CHF | 99.01% | 99.01% |
11/07/2024 | 42.41% | 0.02 CHF | 0.03 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 9,808 CHF | 2,962 CHF | 99.09% | 99.09% |
10/07/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 10,000 CHF | 3,000 CHF | 100.00% | 100.00% |
09/07/2024 | 33.17% | 0.02 CHF | 0.03 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 12,989 CHF | 3,598 CHF | 100.00% | 100.00% |
08/07/2024 | 29.23% | 0.02 CHF | 0.03 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 14,745 CHF | 3,949 CHF | 98.38% | 98.38% |
05/07/2024 | 28.60% | 0.03 CHF | 0.04 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 14,989 CHF | 3,998 CHF | 95.97% | 95.97% |
04/07/2024 | 28.57% | 0.03 CHF | 0.04 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 15,000 CHF | 4,000 CHF | 100.00% | 100.00% |
03/07/2024 | 36.43% | 0.03 CHF | 0.04 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 11,563 CHF | 3,313 CHF | 99.99% | 99.99% |
02/07/2024 | 40.62% | 0.02 CHF | 0.03 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 9,884 CHF | 2,977 CHF | 100.00% | 100.00% |