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 | 24.71% | 0.03 CHF | 0.04 CHF | 300,000 | 300,000 | 299,430 | 299,430 | 10,683 CHF | 13,681 CHF | 100.00% | 100.00% |
12/07/2024 | 21.83% | 0.04 CHF | 0.05 CHF | 300,000 | 300,000 | 299,445 | 299,445 | 12,307 CHF | 15,305 CHF | 100.00% | 100.00% |
11/07/2024 | 23.95% | 0.04 CHF | 0.05 CHF | 300,000 | 300,000 | 298,488 | 298,488 | 11,224 CHF | 14,217 CHF | 100.00% | 100.00% |
10/07/2024 | 24.00% | 0.04 CHF | 0.05 CHF | 300,000 | 300,000 | 299,444 | 299,444 | 11,046 CHF | 14,044 CHF | 100.00% | 100.00% |
09/07/2024 | 24.65% | 0.04 CHF | 0.05 CHF | 300,000 | 300,000 | 298,457 | 298,457 | 10,736 CHF | 13,734 CHF | 100.00% | 100.00% |
08/07/2024 | 23.47% | 0.04 CHF | 0.05 CHF | 300,000 | 300,000 | 298,954 | 298,954 | 11,336 CHF | 14,334 CHF | 100.00% | 100.00% |
05/07/2024 | 21.72% | 0.04 CHF | 0.05 CHF | 300,000 | 300,000 | 299,432 | 299,432 | 12,369 CHF | 15,367 CHF | 96.90% | 96.90% |
04/07/2024 | 22.10% | 0.04 CHF | 0.05 CHF | 150,000 | 150,000 | 266,895 | 266,895 | 10,753 CHF | 13,425 CHF | 100.00% | 100.00% |
03/07/2024 | 23.05% | 0.04 CHF | 0.05 CHF | 300,000 | 300,000 | 299,440 | 299,440 | 11,571 CHF | 14,569 CHF | 98.65% | 98.65% |
02/07/2024 | 20.78% | 0.04 CHF | 0.05 CHF | 300,000 | 300,000 | 299,448 | 299,448 | 12,998 CHF | 15,996 CHF | 100.00% | 100.00% |