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 | 0.03 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 5,866 CHF | 8,866 CHF | 100.00% | 100.00% |
12/07/2024 | 34.48% | 0.02 CHF | 0.03 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 7,213 CHF | 10,213 CHF | 100.00% | 100.00% |
11/07/2024 | 35.75% | 0.02 CHF | 0.03 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 6,917 CHF | 9,917 CHF | 100.00% | 100.00% |
10/07/2024 | 34.12% | 0.03 CHF | 0.04 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 7,300 CHF | 10,300 CHF | 100.00% | 100.00% |
09/07/2024 | 28.78% | 0.03 CHF | 0.04 CHF | 300,000 | 300,000 | 299,294 | 299,294 | 9,091 CHF | 12,091 CHF | 99.90% | 99.90% |
08/07/2024 | 23.06% | 0.04 CHF | 0.05 CHF | 300,000 | 300,000 | 299,480 | 299,480 | 11,536 CHF | 14,536 CHF | 100.00% | 100.00% |
05/07/2024 | 23.82% | 0.03 CHF | 0.04 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 11,112 CHF | 14,112 CHF | 100.00% | 100.00% |
04/07/2024 | 22.70% | 0.04 CHF | 0.05 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 11,723 CHF | 14,723 CHF | 100.00% | 100.00% |
03/07/2024 | 21.67% | 0.04 CHF | 0.05 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 12,358 CHF | 15,358 CHF | 99.99% | 99.99% |
02/07/2024 | 19.59% | 0.05 CHF | 0.06 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 13,827 CHF | 16,827 CHF | 99.99% | 99.99% |