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 | 40.00% | 0.02 CHF | 0.03 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 15,000 CHF | 7,500 CHF | 99.17% | 99.17% |
12/07/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 15,000 CHF | 7,500 CHF | 99.16% | 99.16% |
11/07/2024 | 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% |
10/07/2024 | 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% |
09/07/2024 | 35.08% | 0.02 CHF | 0.03 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 18,230 CHF | 8,577 CHF | 99.17% | 99.17% |
08/07/2024 | 28.57% | 0.03 CHF | 0.04 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 22,500 CHF | 10,000 CHF | 99.15% | 99.15% |
05/07/2024 | 28.37% | 0.03 CHF | 0.04 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 22,742 CHF | 10,081 CHF | 99.16% | 99.16% |
04/07/2024 | 28.57% | 0.03 CHF | 0.04 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 22,500 CHF | 10,000 CHF | 99.17% | 99.17% |
03/07/2024 | 31.02% | 0.03 CHF | 0.04 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 20,896 CHF | 9,465 CHF | 99.17% | 99.17% |
02/07/2024 | 48.05% | 0.02 CHF | 0.03 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 12,735 CHF | 6,745 CHF | 99.16% | 99.16% |