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 | 73.03% | 0.02 CHF | 0.04 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 1,708 CHF | 3,669 CHF | 96.55% | 96.55% |
12/07/2024 | 76.32% | 0.02 CHF | 0.04 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 1,572 CHF | 3,509 CHF | 99.01% | 99.01% |
11/07/2024 | 79.69% | 0.01 CHF | 0.03 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 1,467 CHF | 3,408 CHF | 99.09% | 99.09% |
10/07/2024 | 80.91% | 0.02 CHF | 0.04 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 1,422 CHF | 3,352 CHF | 100.00% | 100.00% |
09/07/2024 | 116.42% | 0.01 CHF | 0.03 CHF | 100,000 | 100,000 | 60,686 | 60,686 | 627 CHF | 2,203 CHF | 100.00% | 100.00% |
08/07/2024 | 85.29% | 0.01 CHF | 0.03 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 1,287 CHF | 3,200 CHF | 99.37% | 99.37% |
05/07/2024 | 82.05% | 0.01 CHF | 0.03 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 1,371 CHF | 3,276 CHF | 98.26% | 98.26% |
04/07/2024 | 122.07% | 0.01 CHF | 0.03 CHF | 100,000 | 100,000 | 53,687 | 53,687 | 509 CHF | 2,000 CHF | 99.38% | 99.38% |
03/07/2024 | 90.09% | 0.01 CHF | 0.03 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 1,183 CHF | 3,121 CHF | 100.00% | 100.00% |
02/07/2024 | 89.31% | 0.01 CHF | 0.03 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 1,210 CHF | 3,162 CHF | 100.00% | 100.00% |