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 | 25.46% | 0.03 CHF | 0.04 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 9,974 CHF | 4,287 CHF | 94.63% | 94.63% |
12/07/2024 | 29.50% | 0.03 CHF | 0.04 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 8,200 CHF | 3,677 CHF | 99.01% | 99.01% |
11/07/2024 | 33.40% | 0.02 CHF | 0.03 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 7,052 CHF | 3,291 CHF | 99.09% | 99.09% |
10/07/2024 | 38.94% | 0.03 CHF | 0.03 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 6,170 CHF | 3,046 CHF | 100.00% | 100.00% |
09/07/2024 | 76.47% | 0.02 CHF | 0.03 CHF | 300,000 | 100,000 | 103,432 | 60,686 | 1,636 CHF | 1,945 CHF | 100.00% | 100.00% |
08/07/2024 | 64.86% | 0.02 CHF | 0.03 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 4,594 CHF | 3,000 CHF | 99.37% | 99.37% |
05/07/2024 | 49.73% | 0.02 CHF | 0.03 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 5,431 CHF | 3,000 CHF | 98.26% | 98.26% |
04/07/2024 | 89.68% | 0.02 CHF | 0.03 CHF | 300,000 | 100,000 | 68,436 | 53,687 | 941 CHF | 1,728 CHF | 99.37% | 99.37% |
03/07/2024 | 60.25% | 0.02 CHF | 0.03 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 5,001 CHF | 3,100 CHF | 100.00% | 100.00% |
02/07/2024 | 57.85% | 0.02 CHF | 0.03 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 5,131 CHF | 3,100 CHF | 100.00% | 100.00% |