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 | 40.79% | 0.02 CHF | 0.04 CHF | 110,000 | 110,000 | 110,000 | 110,000 | 2,587 CHF | 3,907 CHF | 99.97% | 99.97% |
12/07/2024 | 33.50% | 0.03 CHF | 0.04 CHF | 110,000 | 110,000 | 110,005 | 110,005 | 3,285 CHF | 4,605 CHF | 100.00% | 100.00% |
11/07/2024 | 37.31% | 0.03 CHF | 0.04 CHF | 110,000 | 110,000 | 114,840 | 114,840 | 3,006 CHF | 4,384 CHF | 99.79% | 99.79% |
10/07/2024 | 49.90% | 0.02 CHF | 0.03 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 2,186 CHF | 3,626 CHF | 99.90% | 99.90% |
09/07/2024 | 60.96% | 0.01 CHF | 0.03 CHF | 120,000 | 120,000 | 119,555 | 119,555 | 1,648 CHF | 3,088 CHF | 95.78% | 95.78% |
08/07/2024 | 51.49% | 0.01 CHF | 0.03 CHF | 120,000 | 120,000 | 119,794 | 119,794 | 2,093 CHF | 3,533 CHF | 100.00% | 100.00% |
05/07/2024 | 38.82% | 0.02 CHF | 0.03 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 3,001 CHF | 4,441 CHF | 99.81% | 99.81% |
04/07/2024 | 40.00% | 0.02 CHF | 0.04 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 2,880 CHF | 4,320 CHF | 99.49% | 99.49% |
03/07/2024 | 45.09% | 0.02 CHF | 0.03 CHF | 120,000 | 120,000 | 119,959 | 119,959 | 2,487 CHF | 3,927 CHF | 100.00% | 100.00% |
02/07/2024 | 50.66% | 0.02 CHF | 0.03 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 2,136 CHF | 3,576 CHF | 99.95% | 99.95% |