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 | 73.52% | 0.01 CHF | 0.03 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 7,117 CHF | 1,488 CHF | 94.83% | 94.83% |
12/07/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 10,000 CHF | 1,500 CHF | 99.01% | 99.01% |
11/07/2024 | 62.62% | 0.02 CHF | 0.03 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 8,115 CHF | 1,500 CHF | 98.91% | 98.91% |
10/07/2024 | 61.01% | 0.01 CHF | 0.02 CHF | 500,000 | 50,000 | 499,030 | 49,946 | 6,199 CHF | 1,131 CHF | 96.66% | 96.66% |
09/07/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 10,000 CHF | 1,500 CHF | 99.81% | 99.81% |
08/07/2024 | 41.82% | 0.02 CHF | 0.03 CHF | 500,000 | 50,000 | 496,546 | 49,818 | 9,727 CHF | 1,479 CHF | 99.46% | 99.46% |
05/07/2024 | 51.47% | 0.02 CHF | 0.03 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 9,043 CHF | 1,500 CHF | 95.61% | 95.61% |
04/07/2024 | 83.14% | 0.01 CHF | 0.03 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 5,088 CHF | 1,263 CHF | 99.45% | 99.45% |
03/07/2024 | 93.87% | 0.01 CHF | 0.03 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 5,511 CHF | 1,500 CHF | 99.73% | 99.73% |
02/07/2024 | 74.32% | 0.01 CHF | 0.02 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 5,827 CHF | 1,264 CHF | 95.72% | 95.72% |