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 | 66.67% | 0.01 CHF | 0.02 CHF | 500,000 | 25,000 | 500,000 | 25,000 | 5,000 CHF | 500 CHF | 81.16% | 97.09% |
12/07/2024 | 71.52% | 0.01 CHF | 0.03 CHF | 12,500 | 12,500 | 12,500 | 12,500 | 162 CHF | 336 CHF | 93.48% | 93.59% |
11/07/2024 | 24.66% | 0.04 CHF | 0.05 CHF | 500,000 | 25,000 | 500,000 | 25,000 | 18,077 CHF | 1,154 CHF | 90.06% | 90.06% |
10/07/2024 | 25.58% | 0.03 CHF | 0.04 CHF | 500,000 | 25,000 | 500,000 | 25,000 | 17,352 CHF | 1,118 CHF | 94.79% | 94.79% |
09/07/2024 | 23.12% | 0.04 CHF | 0.05 CHF | 500,000 | 25,000 | 500,000 | 25,000 | 19,289 CHF | 1,214 CHF | 100.00% | 100.00% |
08/07/2024 | 30.51% | 0.03 CHF | 0.04 CHF | 500,000 | 25,000 | 500,000 | 25,000 | 14,152 CHF | 958 CHF | 100.00% | 100.00% |
05/07/2024 | 40.20% | 0.02 CHF | 0.03 CHF | 500,000 | 25,000 | 495,314 | 24,880 | 9,906 CHF | 747 CHF | 98.87% | 98.87% |
04/07/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 500,000 | 25,000 | 500,000 | 25,000 | 10,000 CHF | 750 CHF | 100.00% | 100.00% |
03/07/2024 | 65.26% | 0.01 CHF | 0.02 CHF | 500,000 | 25,000 | 500,000 | 25,000 | 5,264 CHF | 513 CHF | 99.73% | 99.73% |
02/07/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 500,000 | 25,000 | 500,000 | 25,000 | 5,000 CHF | 500 CHF | 100.00% | 100.00% |