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 | 42.22% | 0.02 CHF | 0.03 CHF | 80,000 | 80,000 | 80,000 | 80,000 | 1,502 CHF | 2,302 CHF | 100.00% | 100.00% |
12/07/2024 | 39.27% | 0.02 CHF | 0.03 CHF | 80,000 | 80,000 | 80,000 | 80,000 | 1,641 CHF | 2,441 CHF | 100.00% | 100.00% |
11/07/2024 | 36.65% | 0.02 CHF | 0.03 CHF | 80,000 | 80,000 | 80,000 | 80,000 | 1,787 CHF | 2,587 CHF | 99.99% | 99.99% |
10/07/2024 | 45.86% | 0.02 CHF | 0.03 CHF | 80,000 | 80,000 | 80,000 | 80,000 | 1,350 CHF | 2,150 CHF | 100.00% | 100.00% |
09/07/2024 | 42.19% | 0.02 CHF | 0.03 CHF | 80,000 | 80,000 | 79,713 | 79,713 | 1,505 CHF | 2,305 CHF | 100.00% | 100.00% |
08/07/2024 | 35.74% | 0.02 CHF | 0.03 CHF | 80,000 | 80,000 | 79,865 | 79,865 | 1,846 CHF | 2,646 CHF | 100.00% | 100.00% |
05/07/2024 | 29.97% | 0.03 CHF | 0.04 CHF | 80,000 | 80,000 | 80,000 | 80,000 | 2,276 CHF | 3,076 CHF | 100.00% | 100.00% |
04/07/2024 | 32.06% | 0.03 CHF | 0.04 CHF | 80,000 | 80,000 | 80,000 | 80,000 | 2,097 CHF | 2,897 CHF | 100.00% | 100.00% |
03/07/2024 | 36.04% | 0.03 CHF | 0.04 CHF | 80,000 | 80,000 | 79,991 | 79,991 | 1,826 CHF | 2,626 CHF | 100.00% | 100.00% |
02/07/2024 | 46.65% | 0.02 CHF | 0.03 CHF | 80,000 | 80,000 | 79,989 | 79,989 | 1,319 CHF | 2,119 CHF | 100.00% | 100.00% |