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 | 103.25% | 0.01 CHF | 0.02 CHF | 600,000 | 600,000 | 600,000 | 600,000 | 3,843 CHF | 12,000 CHF | 100.00% | 100.00% |
12/07/2024 | 88.24% | 0.01 CHF | 0.02 CHF | 600,000 | 600,000 | 600,000 | 600,000 | 4,662 CHF | 12,000 CHF | 99.93% | 99.93% |
11/07/2024 | 71.03% | 0.01 CHF | 0.02 CHF | 600,000 | 600,000 | 600,000 | 600,000 | 6,269 CHF | 12,865 CHF | 99.02% | 99.02% |
10/07/2024 | 64.50% | 0.01 CHF | 0.02 CHF | 600,000 | 600,000 | 600,000 | 600,000 | 6,348 CHF | 12,360 CHF | 100.00% | 100.00% |
09/07/2024 | 62.13% | 0.01 CHF | 0.02 CHF | 600,000 | 600,000 | 597,724 | 597,724 | 6,704 CHF | 12,704 CHF | 100.00% | 100.00% |
08/07/2024 | 66.22% | 0.01 CHF | 0.02 CHF | 600,000 | 600,000 | 598,960 | 598,960 | 6,076 CHF | 12,076 CHF | 100.00% | 100.00% |
05/07/2024 | 48.08% | 0.01 CHF | 0.02 CHF | 600,000 | 600,000 | 600,000 | 600,000 | 9,503 CHF | 15,503 CHF | 99.81% | 99.81% |
04/07/2024 | 40.17% | 0.02 CHF | 0.03 CHF | 600,000 | 600,000 | 600,000 | 600,000 | 11,999 CHF | 17,999 CHF | 100.00% | 100.00% |
03/07/2024 | 35.33% | 0.02 CHF | 0.03 CHF | 600,000 | 600,000 | 600,000 | 600,000 | 14,167 CHF | 20,167 CHF | 99.95% | 99.95% |
02/07/2024 | 29.69% | 0.03 CHF | 0.04 CHF | 600,000 | 600,000 | 600,000 | 600,000 | 17,228 CHF | 23,228 CHF | 100.00% | 100.00% |