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 | 49.70% | 0.02 CHF | 0.03 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 10,000 CHF | 1,682 CHF | 98.73% | 98.73% |
12/07/2024 | 43.02% | 0.02 CHF | 0.04 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 10,000 CHF | 1,557 CHF | 99.38% | 99.38% |
11/07/2024 | 40.43% | 0.02 CHF | 0.03 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 10,000 CHF | 1,508 CHF | 99.15% | 99.15% |
10/07/2024 | 41.56% | 0.02 CHF | 0.03 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 10,000 CHF | 1,529 CHF | 100.00% | 100.00% |
09/07/2024 | 51.05% | 0.02 CHF | 0.03 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 10,000 CHF | 1,707 CHF | 100.00% | 100.00% |
08/07/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 10,000 CHF | 1,500 CHF | 100.00% | 100.00% |
05/07/2024 | 73.92% | 0.01 CHF | 0.03 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 7,173 CHF | 1,500 CHF | 99.62% | 99.62% |
04/07/2024 | 47.64% | 0.02 CHF | 0.03 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 10,000 CHF | 1,643 CHF | 100.00% | 100.00% |
03/07/2024 | 64.66% | 0.02 CHF | 0.04 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 10,000 CHF | 1,962 CHF | 99.73% | 99.73% |
02/07/2024 | 46.13% | 0.02 CHF | 0.04 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 10,000 CHF | 1,615 CHF | 100.00% | 100.00% |