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 | 99.17% | 99.17% |
11/07/2024 | 39.86% | 0.02 CHF | 0.03 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 15,093 CHF | 7,531 CHF | 99.16% | 99.16% |
10/07/2024 | 31.54% | 0.03 CHF | 0.04 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 20,554 CHF | 9,351 CHF | 99.16% | 99.16% |
09/07/2024 | 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% |
08/07/2024 | 39.85% | 0.02 CHF | 0.03 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 15,100 CHF | 7,533 CHF | 99.16% | 99.16% |
05/07/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 15,000 CHF | 7,500 CHF | 99.15% | 99.15% |
04/07/2024 | 32.25% | 0.03 CHF | 0.04 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 20,083 CHF | 9,194 CHF | 99.17% | 99.17% |
03/07/2024 | 24.78% | 0.03 CHF | 0.04 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 26,977 CHF | 11,493 CHF | 99.15% | 99.15% |
02/07/2024 | 20.47% | 0.04 CHF | 0.05 CHF | 600,000 | 200,000 | 608,246 | 202,749 | 26,934 CHF | 11,006 CHF | 99.17% | 99.17% |