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 | 66.67% | 0.01 CHF | 0.02 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 1,500 CHF | 1,000 CHF | 63.98% | 94.83% |
12/07/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 1,500 CHF | 1,000 CHF | 96.90% | 96.90% |
11/07/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 1,500 CHF | 1,000 CHF | 87.45% | 93.64% |
10/07/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 1,500 CHF | 1,000 CHF | 23.93% | 94.32% |
09/07/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 1,500 CHF | 1,000 CHF | 82.60% | 82.60% |
08/07/2024 | 66.79% | 0.01 CHF | 0.02 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 1,500 CHF | 1,003 CHF | 97.11% | 99.16% |
05/07/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 5,000 CHF | 1,000 CHF | 87.68% | 90.47% |
04/07/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 5,000 CHF | 1,000 CHF | 84.33% | 99.06% |
03/07/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 5,000 CHF | 1,000 CHF | 99.73% | 99.73% |
02/07/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 5,000 CHF | 1,000 CHF | 95.42% | 95.52% |