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 | 66.64% | 0.01 CHF | 0.02 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 5,005 CHF | 2,001 CHF | 99.66% | 99.66% |
12/07/2024 | 66.28% | 0.02 CHF | 0.03 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 5,072 CHF | 2,014 CHF | 99.01% | 99.01% |
11/07/2024 | 52.02% | 0.01 CHF | 0.02 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 7,746 CHF | 2,549 CHF | 99.09% | 99.09% |
10/07/2024 | 52.50% | 0.02 CHF | 0.03 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 7,657 CHF | 2,531 CHF | 100.00% | 100.00% |
09/07/2024 | 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% |
08/07/2024 | 30.58% | 0.02 CHF | 0.03 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 14,122 CHF | 3,824 CHF | 99.07% | 99.07% |
05/07/2024 | 28.83% | 0.03 CHF | 0.04 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 14,888 CHF | 3,978 CHF | 98.89% | 98.89% |
04/07/2024 | 34.70% | 0.03 CHF | 0.04 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 12,317 CHF | 3,463 CHF | 100.00% | 100.00% |
03/07/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 10,009 CHF | 3,002 CHF | 99.99% | 99.99% |
02/07/2024 | 63.25% | 0.01 CHF | 0.02 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 5,640 CHF | 2,128 CHF | 100.00% | 100.00% |