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 | - | - CHF | 0.02 CHF | 0 | 25,000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 50.68% |
12/07/2024 | 99.06% | 0.01 CHF | 0.03 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 1,523 CHF | 1,500 CHF | 97.56% | 97.56% |
11/07/2024 | 100.00% | 0.01 CHF | 0.03 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 1,500 CHF | 1,500 CHF | 99.09% | 99.09% |
10/07/2024 | 100.00% | 0.01 CHF | 0.03 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 1,500 CHF | 1,500 CHF | 93.70% | 93.70% |
09/07/2024 | 86.29% | 0.01 CHF | 0.03 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 1,819 CHF | 1,486 CHF | 97.76% | 97.76% |
08/07/2024 | 65.62% | 0.02 CHF | 0.03 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 3,000 CHF | 1,980 CHF | 99.79% | 99.79% |
05/07/2024 | 62.89% | 0.02 CHF | 0.04 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 3,000 CHF | 1,929 CHF | 98.87% | 98.87% |
04/07/2024 | 57.30% | 0.02 CHF | 0.03 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 2,577 CHF | 1,507 CHF | 99.72% | 99.72% |
03/07/2024 | 71.71% | 0.01 CHF | 0.02 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 1,500 CHF | 1,076 CHF | 99.31% | 99.31% |
02/07/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 1,500 CHF | 1,000 CHF | 98.86% | 98.86% |