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 | 38.41% | 0.02 CHF | 0.03 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 10,697 CHF | 15,697 CHF | 99.56% | 99.56% |
12/07/2024 | 38.17% | 0.02 CHF | 0.03 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 10,801 CHF | 15,801 CHF | 99.59% | 99.59% |
11/07/2024 | 28.57% | 0.03 CHF | 0.04 CHF | 500,000 | 500,000 | 500,408 | 500,000 | 15,012 CHF | 20,000 CHF | 99.51% | 99.51% |
10/07/2024 | 27.10% | 0.03 CHF | 0.04 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 16,157 CHF | 21,157 CHF | 99.63% | 99.63% |
09/07/2024 | 25.04% | 0.04 CHF | 0.05 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 17,781 CHF | 22,781 CHF | 99.58% | 99.58% |
08/07/2024 | 39.00% | 0.02 CHF | 0.03 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 10,438 CHF | 15,438 CHF | 99.60% | 99.60% |
05/07/2024 | 31.48% | 0.03 CHF | 0.04 CHF | 500,000 | 500,000 | 500,000 | 499,413 | 13,727 CHF | 18,709 CHF | 99.57% | 99.57% |
04/07/2024 | 38.08% | 0.03 CHF | 0.04 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 10,842 CHF | 15,842 CHF | 99.58% | 99.58% |
03/07/2024 | 28.51% | 0.03 CHF | 0.04 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 15,052 CHF | 20,052 CHF | 99.60% | 99.60% |
02/07/2024 | 20.31% | 0.04 CHF | 0.05 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 22,362 CHF | 27,362 CHF | 99.60% | 99.60% |