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 | 85.71% | 0.02 CHF | 0.05 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 2,000 CHF | 5,000 CHF | 50.67% | 50.67% |
12/07/2024 | 85.71% | 0.02 CHF | 0.05 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 2,000 CHF | 5,000 CHF | 86.25% | 86.25% |
11/07/2024 | 85.71% | 0.02 CHF | 0.05 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 2,000 CHF | 5,000 CHF | 91.65% | 91.65% |
10/07/2024 | 85.71% | 0.02 CHF | 0.05 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 2,000 CHF | 5,000 CHF | 98.08% | 98.08% |
09/07/2024 | 124.33% | 0.02 CHF | 0.05 CHF | 100,000 | 100,000 | 59,456 | 59,456 | 784 CHF | 2,973 CHF | 97.89% | 97.89% |
08/07/2024 | 85.71% | 0.02 CHF | 0.05 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 2,000 CHF | 5,000 CHF | 100.00% | 100.00% |
05/07/2024 | 81.42% | 0.02 CHF | 0.05 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 1,998 CHF | 4,742 CHF | 98.10% | 98.10% |
04/07/2024 | 80.60% | 0.02 CHF | 0.05 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 2,000 CHF | 4,700 CHF | 99.58% | 99.58% |
03/07/2024 | 80.60% | 0.02 CHF | 0.05 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 2,000 CHF | 4,700 CHF | 98.67% | 98.67% |
02/07/2024 | 82.35% | 0.02 CHF | 0.05 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 2,000 CHF | 4,800 CHF | 98.29% | 98.29% |