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 | 49.37% | 0.02 CHF | 0.03 CHF | 320,000 | 320,000 | 320,000 | 320,000 | 4,897 CHF | 8,097 CHF | 100.00% | 100.00% |
12/07/2024 | 47.62% | 0.02 CHF | 0.03 CHF | 320,000 | 320,000 | 320,000 | 320,000 | 5,120 CHF | 8,320 CHF | 100.00% | 100.00% |
11/07/2024 | 51.17% | 0.02 CHF | 0.03 CHF | 320,000 | 320,000 | 320,486 | 320,486 | 4,674 CHF | 7,879 CHF | 99.82% | 99.82% |
10/07/2024 | 52.54% | 0.02 CHF | 0.03 CHF | 320,000 | 320,000 | 329,910 | 329,910 | 4,631 CHF | 7,930 CHF | 100.00% | 100.00% |
09/07/2024 | 48.86% | 0.01 CHF | 0.02 CHF | 330,000 | 330,000 | 322,926 | 322,926 | 5,031 CHF | 8,271 CHF | 99.74% | 99.74% |
08/07/2024 | 48.90% | 0.01 CHF | 0.02 CHF | 330,000 | 330,000 | 326,826 | 326,826 | 5,073 CHF | 8,347 CHF | 100.00% | 100.00% |
05/07/2024 | 47.81% | 0.01 CHF | 0.02 CHF | 330,000 | 330,000 | 328,725 | 328,725 | 5,238 CHF | 8,527 CHF | 99.81% | 99.81% |
04/07/2024 | 47.50% | 0.02 CHF | 0.03 CHF | 330,000 | 330,000 | 327,082 | 327,082 | 5,252 CHF | 8,522 CHF | 100.00% | 100.00% |
03/07/2024 | 47.63% | 0.02 CHF | 0.03 CHF | 330,000 | 330,000 | 330,000 | 330,000 | 5,278 CHF | 8,578 CHF | 100.00% | 100.00% |
02/07/2024 | 50.17% | 0.02 CHF | 0.03 CHF | 330,000 | 330,000 | 330,000 | 330,000 | 4,945 CHF | 8,245 CHF | 100.00% | 100.00% |