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 | 62.71% | 0.02 CHF | 0.04 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 2,148 CHF | 4,105 CHF | 96.56% | 96.56% |
12/07/2024 | 65.75% | 0.02 CHF | 0.04 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 1,966 CHF | 3,889 CHF | 99.01% | 99.01% |
11/07/2024 | 69.44% | 0.02 CHF | 0.04 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 1,823 CHF | 3,761 CHF | 99.09% | 99.09% |
10/07/2024 | 69.78% | 0.02 CHF | 0.04 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 1,791 CHF | 3,709 CHF | 100.00% | 100.00% |
09/07/2024 | 101.88% | 0.02 CHF | 0.04 CHF | 100,000 | 100,000 | 60,686 | 60,686 | 827 CHF | 2,396 CHF | 100.00% | 100.00% |
08/07/2024 | 76.15% | 0.02 CHF | 0.04 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 1,567 CHF | 3,492 CHF | 99.37% | 99.37% |
05/07/2024 | 73.00% | 0.02 CHF | 0.04 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 1,674 CHF | 3,598 CHF | 98.26% | 98.26% |
04/07/2024 | 107.72% | 0.02 CHF | 0.04 CHF | 100,000 | 100,000 | 53,687 | 53,687 | 674 CHF | 2,159 CHF | 99.37% | 99.37% |
03/07/2024 | 79.46% | 0.01 CHF | 0.03 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 1,466 CHF | 3,397 CHF | 100.00% | 100.00% |
02/07/2024 | 78.36% | 0.02 CHF | 0.04 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 1,510 CHF | 3,456 CHF | 100.00% | 100.00% |