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 | 68.66% | 0.02 CHF | 0.05 CHF | 472,176 | 25,000 | 431,134 | 25,000 | 11,911 CHF | 1,414 CHF | 98.73% | 98.73% |
12/07/2024 | 69.74% | 0.03 CHF | 0.06 CHF | 475,149 | 25,000 | 494,366 | 25,000 | 12,313 CHF | 1,275 CHF | 99.38% | 99.38% |
11/07/2024 | 62.20% | 0.03 CHF | 0.06 CHF | 410,808 | 25,000 | 473,792 | 25,000 | 13,762 CHF | 1,384 CHF | 99.15% | 99.15% |
10/07/2024 | 80.13% | 0.02 CHF | 0.05 CHF | 500,000 | 25,000 | 500,000 | 25,000 | 10,783 CHF | 1,250 CHF | 100.00% | 100.00% |
09/07/2024 | 65.94% | 0.02 CHF | 0.05 CHF | 500,000 | 25,000 | 462,617 | 25,000 | 13,538 CHF | 1,452 CHF | 100.00% | 100.00% |
08/07/2024 | 57.12% | 0.03 CHF | 0.06 CHF | 423,966 | 25,000 | 425,284 | 25,000 | 14,634 CHF | 1,552 CHF | 100.00% | 100.00% |
05/07/2024 | 52.63% | 0.04 CHF | 0.07 CHF | 369,554 | 25,000 | 375,640 | 25,000 | 15,778 CHF | 1,793 CHF | 99.62% | 99.62% |
04/07/2024 | 33.82% | 0.05 CHF | 0.08 CHF | 331,034 | 25,000 | 304,743 | 25,000 | 19,282 CHF | 2,248 CHF | 100.00% | 100.00% |
03/07/2024 | 38.65% | 0.07 CHF | 0.10 CHF | 292,116 | 25,000 | 337,150 | 25,000 | 19,145 CHF | 2,133 CHF | 96.53% | 96.53% |
02/07/2024 | 84.40% | 0.02 CHF | 0.05 CHF | 500,000 | 25,000 | 500,000 | 25,000 | 10,183 CHF | 1,250 CHF | 100.00% | 100.00% |