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 | 28.54% | 0.03 CHF | 0.04 CHF | 90,000 | 90,000 | 90,000 | 90,000 | 2,705 CHF | 3,605 CHF | 100.00% | 100.00% |
12/07/2024 | 27.77% | 0.03 CHF | 0.04 CHF | 90,000 | 90,000 | 90,000 | 90,000 | 2,792 CHF | 3,692 CHF | 100.00% | 100.00% |
11/07/2024 | 30.54% | 0.03 CHF | 0.04 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 2,779 CHF | 3,779 CHF | 100.00% | 100.00% |
10/07/2024 | 31.16% | 0.03 CHF | 0.04 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 2,712 CHF | 3,712 CHF | 100.00% | 100.00% |
09/07/2024 | 31.11% | 0.02 CHF | 0.03 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 2,716 CHF | 3,716 CHF | 100.00% | 100.00% |
08/07/2024 | 29.15% | 0.03 CHF | 0.04 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 2,931 CHF | 3,931 CHF | 100.00% | 100.00% |
05/07/2024 | 28.21% | 0.03 CHF | 0.04 CHF | 90,000 | 90,000 | 90,000 | 90,000 | 2,742 CHF | 3,642 CHF | 100.00% | 100.00% |
04/07/2024 | 28.85% | 0.03 CHF | 0.04 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 2,967 CHF | 3,967 CHF | 100.00% | 100.00% |
03/07/2024 | 30.75% | 0.03 CHF | 0.04 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 2,754 CHF | 3,754 CHF | 100.00% | 100.00% |
02/07/2024 | 32.75% | 0.03 CHF | 0.04 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 2,555 CHF | 3,555 CHF | 100.00% | 100.00% |