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 | 15.34% | 0.06 CHF | 0.07 CHF | 600,000 | 600,000 | 600,000 | 600,000 | 36,121 CHF | 42,121 CHF | 100.00% | 100.00% |
12/07/2024 | 20.83% | 0.06 CHF | 0.07 CHF | 600,000 | 600,000 | 600,000 | 600,000 | 26,730 CHF | 32,730 CHF | 100.00% | 100.00% |
11/07/2024 | 27.02% | 0.05 CHF | 0.06 CHF | 600,000 | 600,000 | 600,000 | 600,000 | 21,661 CHF | 27,661 CHF | 71.57% | 71.57% |
10/07/2024 | 34.48% | 0.02 CHF | 0.03 CHF | 600,000 | 600,000 | 600,000 | 600,000 | 14,400 CHF | 20,400 CHF | 100.00% | 100.00% |
09/07/2024 | 30.20% | 0.03 CHF | 0.04 CHF | 600,000 | 600,000 | 598,621 | 598,621 | 16,913 CHF | 22,913 CHF | 100.00% | 100.00% |
08/07/2024 | 26.68% | 0.03 CHF | 0.04 CHF | 600,000 | 600,000 | 598,969 | 598,969 | 19,534 CHF | 25,534 CHF | 100.00% | 100.00% |
05/07/2024 | 23.46% | 0.03 CHF | 0.04 CHF | 600,000 | 600,000 | 600,000 | 600,000 | 22,650 CHF | 28,650 CHF | 100.00% | 100.00% |
04/07/2024 | 23.43% | 0.04 CHF | 0.05 CHF | 600,000 | 600,000 | 600,000 | 600,000 | 22,621 CHF | 28,621 CHF | 100.00% | 100.00% |
03/07/2024 | 24.14% | 0.04 CHF | 0.05 CHF | 600,000 | 600,000 | 600,000 | 600,000 | 21,924 CHF | 27,924 CHF | 100.00% | 100.00% |
02/07/2024 | 20.76% | 0.04 CHF | 0.05 CHF | 600,000 | 600,000 | 600,000 | 600,000 | 25,918 CHF | 31,918 CHF | 100.00% | 100.00% |