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 | 81.76% | 0.01 CHF | 0.03 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 1,423 CHF | 3,389 CHF | 96.56% | 96.56% |
12/07/2024 | 84.56% | 0.01 CHF | 0.03 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 1,317 CHF | 3,247 CHF | 99.01% | 99.01% |
11/07/2024 | 88.86% | 0.01 CHF | 0.03 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 1,223 CHF | 3,178 CHF | 99.09% | 99.09% |
10/07/2024 | 87.82% | 0.01 CHF | 0.03 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 1,215 CHF | 3,116 CHF | 100.00% | 100.00% |
09/07/2024 | 127.44% | 0.01 CHF | 0.03 CHF | 100,000 | 100,000 | 60,686 | 60,686 | 502 CHF | 2,066 CHF | 100.00% | 100.00% |
08/07/2024 | 92.71% | 0.01 CHF | 0.03 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 1,100 CHF | 3,000 CHF | 99.37% | 99.37% |
05/07/2024 | 89.85% | 0.01 CHF | 0.03 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 1,169 CHF | 3,074 CHF | 98.26% | 98.26% |
04/07/2024 | 135.06% | 0.01 CHF | 0.03 CHF | 100,000 | 100,000 | 53,687 | 53,687 | 390 CHF | 1,887 CHF | 99.38% | 99.38% |
03/07/2024 | 102.44% | 0.01 CHF | 0.03 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 1,000 CHF | 3,100 CHF | 100.00% | 100.00% |
02/07/2024 | 101.71% | 0.01 CHF | 0.03 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 1,010 CHF | 3,100 CHF | 100.00% | 100.00% |