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 | 58.96% | 0.01 CHF | 0.02 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 6,072 CHF | 11,092 CHF | 100.00% | 100.00% |
12/07/2024 | 34.68% | 0.02 CHF | 0.03 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 12,012 CHF | 17,012 CHF | 100.00% | 100.00% |
11/07/2024 | 41.91% | 0.02 CHF | 0.03 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 9,531 CHF | 14,531 CHF | 100.00% | 100.00% |
10/07/2024 | 42.35% | 0.02 CHF | 0.03 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 9,396 CHF | 14,396 CHF | 99.94% | 99.94% |
09/07/2024 | 30.11% | 0.03 CHF | 0.04 CHF | 500,000 | 500,000 | 498,297 | 498,297 | 14,174 CHF | 19,174 CHF | 100.00% | 100.00% |
08/07/2024 | 23.01% | 0.04 CHF | 0.05 CHF | 500,000 | 500,000 | 499,126 | 499,126 | 19,338 CHF | 24,338 CHF | 100.00% | 100.00% |
05/07/2024 | 14.88% | 0.07 CHF | 0.08 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 31,134 CHF | 36,134 CHF | 100.00% | 100.00% |
04/07/2024 | 16.37% | 0.06 CHF | 0.07 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 28,099 CHF | 33,099 CHF | 100.00% | 100.00% |
03/07/2024 | 15.52% | 0.05 CHF | 0.06 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 29,819 CHF | 34,819 CHF | 100.00% | 100.00% |
02/07/2024 | 10.78% | 0.07 CHF | 0.08 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 44,081 CHF | 49,081 CHF | 100.00% | 100.00% |