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 | 22.22% | 0.04 CHF | 0.05 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 20,000 CHF | 2,500 CHF | 98.73% | 98.73% |
12/07/2024 | 22.22% | 0.04 CHF | 0.05 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 20,000 CHF | 2,500 CHF | 99.38% | 99.38% |
11/07/2024 | 22.22% | 0.04 CHF | 0.05 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 20,000 CHF | 2,500 CHF | 99.16% | 99.16% |
10/07/2024 | 22.22% | 0.04 CHF | 0.05 CHF | 491,096 | 50,000 | 491,096 | 50,000 | 19,644 CHF | 2,500 CHF | 100.00% | 100.00% |
09/07/2024 | 25.21% | 0.04 CHF | 0.05 CHF | 480,650 | 50,000 | 483,341 | 50,000 | 21,445 CHF | 2,855 CHF | 100.00% | 100.00% |
08/07/2024 | 22.22% | 0.04 CHF | 0.05 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 20,000 CHF | 2,500 CHF | 100.00% | 100.00% |
05/07/2024 | 24.56% | 0.04 CHF | 0.05 CHF | 500,000 | 50,000 | 459,959 | 47,893 | 18,377 CHF | 2,395 CHF | 99.62% | 99.62% |
04/07/2024 | 28.57% | 0.03 CHF | 0.04 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 15,000 CHF | 2,000 CHF | 100.00% | 100.00% |
03/07/2024 | 28.82% | 0.03 CHF | 0.04 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 15,000 CHF | 2,006 CHF | 99.73% | 99.73% |
02/07/2024 | 28.57% | 0.03 CHF | 0.04 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 15,000 CHF | 2,000 CHF | 100.00% | 100.00% |