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 | 48.85% | 0.02 CHF | 0.03 CHF | 700,000 | 700,000 | 700,000 | 700,000 | 10,839 CHF | 17,839 CHF | 100.00% | 100.00% |
12/07/2024 | 47.26% | 0.02 CHF | 0.03 CHF | 700,000 | 700,000 | 700,000 | 700,000 | 11,318 CHF | 18,318 CHF | 100.00% | 100.00% |
11/07/2024 | - | 0.02 CHF | 0.02 CHF | 800,000 | 90,000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
10/07/2024 | - | 0.01 CHF | 0.02 CHF | 900,000 | 100,000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
09/07/2024 | 55.02% | 0.01 CHF | 0.02 CHF | 700,000 | 700,000 | 700,000 | 700,000 | 9,249 CHF | 16,249 CHF | 100.00% | 100.00% |
08/07/2024 | 44.23% | 0.02 CHF | 0.03 CHF | 600,000 | 600,000 | 600,000 | 600,000 | 10,582 CHF | 16,582 CHF | 100.00% | 100.00% |
05/07/2024 | 37.70% | 0.02 CHF | 0.03 CHF | 600,000 | 600,000 | 600,000 | 600,000 | 12,936 CHF | 18,936 CHF | 100.00% | 100.00% |
04/07/2024 | 38.65% | 0.02 CHF | 0.03 CHF | 600,000 | 600,000 | 600,000 | 600,000 | 12,532 CHF | 18,532 CHF | 100.00% | 100.00% |
03/07/2024 | 39.41% | 0.02 CHF | 0.03 CHF | 700,000 | 700,000 | 700,000 | 700,000 | 14,271 CHF | 21,271 CHF | 100.00% | 100.00% |
02/07/2024 | 45.70% | 0.02 CHF | 0.03 CHF | 700,000 | 700,000 | 640,179 | 640,179 | 10,849 CHF | 17,251 CHF | 100.00% | 100.00% |