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 | 19.33% | 0.05 CHF | 0.06 CHF | 290,000 | 290,000 | 290,000 | 290,000 | 13,630 CHF | 16,530 CHF | 99.88% | 99.88% |
12/07/2024 | 23.27% | 0.04 CHF | 0.05 CHF | 290,000 | 290,000 | 294,017 | 294,017 | 11,176 CHF | 14,116 CHF | 99.99% | 99.99% |
11/07/2024 | 24.75% | 0.03 CHF | 0.04 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 10,655 CHF | 13,655 CHF | 99.99% | 99.99% |
10/07/2024 | 29.87% | 0.03 CHF | 0.04 CHF | 300,000 | 300,000 | 300,006 | 300,006 | 8,562 CHF | 11,562 CHF | 100.00% | 100.00% |
09/07/2024 | 31.62% | 0.03 CHF | 0.04 CHF | 310,000 | 310,000 | 305,190 | 305,190 | 8,160 CHF | 11,219 CHF | 99.74% | 99.74% |
08/07/2024 | 33.66% | 0.02 CHF | 0.03 CHF | 310,000 | 310,000 | 309,474 | 309,474 | 7,681 CHF | 10,781 CHF | 99.27% | 99.27% |
05/07/2024 | 33.27% | 0.02 CHF | 0.03 CHF | 310,000 | 310,000 | 305,947 | 305,947 | 7,686 CHF | 10,745 CHF | 99.99% | 99.99% |
04/07/2024 | 38.35% | 0.02 CHF | 0.03 CHF | 310,000 | 310,000 | 310,000 | 310,000 | 6,545 CHF | 9,645 CHF | 99.61% | 99.61% |
03/07/2024 | 30.72% | 0.03 CHF | 0.04 CHF | 300,000 | 300,000 | 300,107 | 300,107 | 8,280 CHF | 11,281 CHF | 100.00% | 100.00% |
02/07/2024 | 30.37% | 0.03 CHF | 0.04 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 8,395 CHF | 11,395 CHF | 100.00% | 100.00% |