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 | 88.12% | 0.02 CHF | 0.03 CHF | 500,000 | 500,000 | 187,693 | 187,693 | 2,734 CHF | 5,391 CHF | 98.67% | 98.67% |
12/07/2024 | 87.85% | 0.02 CHF | 0.03 CHF | 500,000 | 500,000 | 186,849 | 186,849 | 2,790 CHF | 5,441 CHF | 99.63% | 99.63% |
11/07/2024 | 86.54% | 0.02 CHF | 0.03 CHF | 500,000 | 500,000 | 195,425 | 195,425 | 2,986 CHF | 5,702 CHF | 90.68% | 90.68% |
10/07/2024 | 87.62% | 0.02 CHF | 0.03 CHF | 500,000 | 500,000 | 187,828 | 187,828 | 2,827 CHF | 5,485 CHF | 97.64% | 97.64% |
09/07/2024 | 92.47% | 0.01 CHF | 0.02 CHF | 500,000 | 500,000 | 189,873 | 189,873 | 1,905 CHF | 4,580 CHF | 96.26% | 96.26% |
08/07/2024 | 83.76% | 0.01 CHF | 0.02 CHF | 500,000 | 500,000 | 294,851 | 294,851 | 2,949 CHF | 6,410 CHF | 44.41% | 99.62% |
05/07/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 5,000 CHF | 10,000 CHF | 20.69% | 95.76% |
04/07/2024 | - | - CHF | 0.02 CHF | 0 | 100,000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 15.68% |
03/07/2024 | - | - CHF | 0.02 CHF | 0 | 500,000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.63% |
02/07/2024 | - | - CHF | 0.02 CHF | 0 | 500,000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 89.74% |