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 | 750,000 | 250,000 | 750,000 | 250,000 | 7,500 CHF | 5,000 CHF | 99.16% | 99.16% |
12/07/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 7,500 CHF | 5,000 CHF | 99.16% | 99.16% |
11/07/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 7,500 CHF | 5,000 CHF | 99.17% | 99.17% |
10/07/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 7,500 CHF | 5,000 CHF | 99.16% | 99.16% |
09/07/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 7,500 CHF | 5,000 CHF | 99.17% | 99.17% |
08/07/2024 | 54.06% | 0.01 CHF | 0.02 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 11,047 CHF | 6,182 CHF | 99.16% | 99.16% |
05/07/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 15,000 CHF | 7,500 CHF | 99.15% | 99.15% |
04/07/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 15,000 CHF | 7,500 CHF | 99.17% | 99.17% |
03/07/2024 | 56.54% | 0.02 CHF | 0.03 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 10,348 CHF | 5,949 CHF | 99.17% | 99.17% |
02/07/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 7,500 CHF | 5,000 CHF | 99.16% | 99.16% |