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 | 40.00% | 0.02 CHF | 0.03 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 6,000 CHF | 3,000 CHF | 84.28% | 84.28% |
12/07/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 6,000 CHF | 3,000 CHF | 95.92% | 95.92% |
11/07/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 6,000 CHF | 3,000 CHF | 97.18% | 97.18% |
10/07/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 6,000 CHF | 3,000 CHF | 100.00% | 100.00% |
09/07/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 6,000 CHF | 3,000 CHF | 100.00% | 100.00% |
08/07/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 6,000 CHF | 3,000 CHF | 99.37% | 99.37% |
05/07/2024 | 39.47% | 0.02 CHF | 0.03 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 6,138 CHF | 3,046 CHF | 98.17% | 98.17% |
04/07/2024 | 37.71% | 0.02 CHF | 0.03 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 6,602 CHF | 3,201 CHF | 98.75% | 98.75% |
03/07/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 6,000 CHF | 3,000 CHF | 99.70% | 99.70% |
02/07/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 6,000 CHF | 3,000 CHF | 100.00% | 100.00% |