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 | 132.12% | 0.00 CHF | 0.02 CHF | 600,000 | 600,000 | 600,000 | 600,000 | 2,457 CHF | 12,000 CHF | 100.00% | 100.00% |
12/07/2024 | 116.42% | 0.00 CHF | 0.02 CHF | 600,000 | 600,000 | 600,000 | 600,000 | 3,192 CHF | 12,000 CHF | 100.00% | 100.00% |
11/07/2024 | 107.69% | 0.01 CHF | 0.02 CHF | 600,000 | 600,000 | 600,000 | 600,000 | 3,600 CHF | 12,000 CHF | 99.93% | 99.93% |
10/07/2024 | 107.69% | 0.01 CHF | 0.02 CHF | 600,000 | 600,000 | 600,000 | 600,000 | 3,600 CHF | 12,000 CHF | 100.00% | 100.00% |
09/07/2024 | 107.91% | 0.01 CHF | 0.02 CHF | 600,000 | 600,000 | 597,999 | 597,999 | 3,588 CHF | 11,988 CHF | 100.00% | 100.00% |
08/07/2024 | 83.94% | 0.01 CHF | 0.02 CHF | 600,000 | 600,000 | 598,976 | 598,976 | 4,911 CHF | 11,992 CHF | 100.00% | 100.00% |
05/07/2024 | 85.71% | 0.01 CHF | 0.02 CHF | 600,000 | 600,000 | 600,000 | 600,000 | 4,800 CHF | 12,000 CHF | 99.78% | 99.78% |
04/07/2024 | 73.76% | 0.01 CHF | 0.02 CHF | 600,000 | 600,000 | 600,000 | 600,000 | 5,553 CHF | 12,000 CHF | 100.00% | 100.00% |
03/07/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 600,000 | 600,000 | 600,000 | 600,000 | 6,000 CHF | 12,000 CHF | 100.00% | 100.00% |
02/07/2024 | 54.87% | 0.01 CHF | 0.02 CHF | 600,000 | 600,000 | 600,000 | 600,000 | 7,966 CHF | 13,966 CHF | 100.00% | 100.00% |