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 | 32.58% | 0.02 CHF | 0.03 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 4,169 CHF | 1,921 CHF | 94.82% | 94.82% |
12/07/2024 | 27.40% | 0.04 CHF | 0.05 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 5,675 CHF | 2,481 CHF | 99.01% | 99.01% |
11/07/2024 | 28.65% | 0.04 CHF | 0.05 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 4,507 CHF | 2,005 CHF | 99.09% | 99.09% |
10/07/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 3,000 CHF | 1,500 CHF | 97.71% | 97.71% |
09/07/2024 | 44.81% | 0.02 CHF | 0.03 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 3,000 CHF | 1,590 CHF | 99.81% | 99.81% |
08/07/2024 | 33.73% | 0.02 CHF | 0.03 CHF | 150,000 | 50,000 | 149,091 | 49,818 | 4,170 CHF | 1,941 CHF | 99.46% | 99.46% |
05/07/2024 | 46.04% | 0.03 CHF | 0.04 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 3,790 CHF | 1,989 CHF | 98.47% | 98.47% |
04/07/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 3,000 CHF | 1,500 CHF | 100.00% | 100.00% |
03/07/2024 | 40.75% | 0.02 CHF | 0.03 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 3,000 CHF | 1,514 CHF | 99.73% | 99.73% |
02/07/2024 | 40.76% | 0.02 CHF | 0.03 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 3,003 CHF | 1,515 CHF | 100.00% | 100.00% |