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 | 19.29% | 0.04 CHF | 0.05 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 13,618 CHF | 5,507 CHF | 96.56% | 96.56% |
12/07/2024 | 20.83% | 0.04 CHF | 0.05 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 12,156 CHF | 4,993 CHF | 99.01% | 99.01% |
11/07/2024 | 22.09% | 0.04 CHF | 0.05 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 11,300 CHF | 4,702 CHF | 99.09% | 99.09% |
10/07/2024 | 22.95% | 0.04 CHF | 0.05 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 10,609 CHF | 4,452 CHF | 100.00% | 100.00% |
09/07/2024 | 46.23% | 0.03 CHF | 0.04 CHF | 300,000 | 100,000 | 103,528 | 60,706 | 3,211 CHF | 2,830 CHF | 99.82% | 99.82% |
08/07/2024 | 47.67% | 0.03 CHF | 0.05 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 9,197 CHF | 4,984 CHF | 99.38% | 99.38% |
05/07/2024 | 29.15% | 0.03 CHF | 0.05 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 9,962 CHF | 4,464 CHF | 98.26% | 98.26% |
04/07/2024 | 55.33% | 0.03 CHF | 0.04 CHF | 300,000 | 100,000 | 68,436 | 53,687 | 2,000 CHF | 2,606 CHF | 99.38% | 99.38% |
03/07/2024 | 47.35% | 0.03 CHF | 0.05 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 9,003 CHF | 4,868 CHF | 100.00% | 100.00% |
02/07/2024 | 40.47% | 0.03 CHF | 0.04 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 9,305 CHF | 4,700 CHF | 99.96% | 99.96% |