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 | 22.87% | 0.03 CHF | 0.04 CHF | 471,664 | 75,000 | 489,085 | 75,000 | 19,076 CHF | 3,674 CHF | 88.99% | 88.99% |
12/07/2024 | 23.89% | 0.04 CHF | 0.05 CHF | 486,948 | 75,000 | 495,360 | 75,000 | 18,499 CHF | 3,552 CHF | 99.01% | 99.01% |
11/07/2024 | 29.46% | 0.03 CHF | 0.04 CHF | 487,173 | 75,000 | 499,348 | 75,000 | 14,619 CHF | 2,946 CHF | 90.82% | 90.82% |
10/07/2024 | 39.44% | 0.03 CHF | 0.04 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 10,244 CHF | 2,287 CHF | 95.82% | 95.82% |
09/07/2024 | 46.17% | 0.02 CHF | 0.03 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 8,844 CHF | 2,077 CHF | 98.40% | 98.40% |
08/07/2024 | 66.64% | 0.01 CHF | 0.02 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 5,005 CHF | 1,501 CHF | 97.64% | 97.64% |
05/07/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 5,000 CHF | 1,500 CHF | 98.50% | 98.50% |
04/07/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 5,000 CHF | 1,500 CHF | 93.73% | 93.73% |
03/07/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 5,000 CHF | 1,500 CHF | 99.75% | 99.75% |
02/07/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 5,000 CHF | 1,500 CHF | 98.11% | 98.11% |