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 | 37.52% | 0.02 CHF | 0.03 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 6,650 CHF | 3,217 CHF | 84.28% | 84.28% |
12/07/2024 | 37.85% | 0.03 CHF | 0.04 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 6,565 CHF | 3,188 CHF | 95.92% | 95.92% |
11/07/2024 | 39.99% | 0.02 CHF | 0.03 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 6,003 CHF | 3,001 CHF | 97.18% | 97.18% |
10/07/2024 | 39.96% | 0.02 CHF | 0.03 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 6,010 CHF | 3,003 CHF | 100.00% | 100.00% |
09/07/2024 | 35.11% | 0.02 CHF | 0.03 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 7,283 CHF | 3,428 CHF | 100.00% | 100.00% |
08/07/2024 | 37.44% | 0.02 CHF | 0.03 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 6,673 CHF | 3,224 CHF | 99.37% | 99.37% |
05/07/2024 | 39.44% | 0.02 CHF | 0.03 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 6,147 CHF | 3,049 CHF | 98.17% | 98.17% |
04/07/2024 | 38.61% | 0.02 CHF | 0.03 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 6,366 CHF | 3,122 CHF | 98.75% | 98.75% |
03/07/2024 | 39.84% | 0.02 CHF | 0.03 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 6,041 CHF | 3,014 CHF | 99.70% | 99.70% |
02/07/2024 | 39.97% | 0.02 CHF | 0.03 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 6,007 CHF | 3,002 CHF | 100.00% | 100.00% |