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 | 92.48% | 0.01 CHF | 0.02 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 4,066 CHF | 11,000 CHF | 100.00% | 100.00% |
12/07/2024 | 43.19% | 0.01 CHF | 0.02 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 9,295 CHF | 14,295 CHF | 100.00% | 100.00% |
11/07/2024 | 53.32% | 0.02 CHF | 0.03 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 6,946 CHF | 11,953 CHF | 71.59% | 71.59% |
10/07/2024 | 51.84% | 0.02 CHF | 0.03 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 7,359 CHF | 12,410 CHF | 100.00% | 100.00% |
09/07/2024 | 40.22% | 0.02 CHF | 0.03 CHF | 500,000 | 500,000 | 498,861 | 498,861 | 9,995 CHF | 14,995 CHF | 100.00% | 100.00% |
08/07/2024 | 26.32% | 0.03 CHF | 0.04 CHF | 500,000 | 500,000 | 499,126 | 499,126 | 16,656 CHF | 21,656 CHF | 100.00% | 100.00% |
05/07/2024 | 13.77% | 0.08 CHF | 0.09 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 33,908 CHF | 38,908 CHF | 99.96% | 99.96% |
04/07/2024 | 15.19% | 0.07 CHF | 0.08 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 30,533 CHF | 35,533 CHF | 100.00% | 100.00% |
03/07/2024 | 14.78% | 0.06 CHF | 0.07 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 31,572 CHF | 36,572 CHF | 100.00% | 100.00% |
02/07/2024 | 9.59% | 0.08 CHF | 0.09 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 49,907 CHF | 54,907 CHF | 99.99% | 99.99% |