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 | 34.24% | 0.02 CHF | 0.03 CHF | 300,000 | 300,000 | 299,430 | 299,430 | 7,296 CHF | 10,294 CHF | 100.00% | 100.00% |
12/07/2024 | 30.23% | 0.03 CHF | 0.04 CHF | 300,000 | 300,000 | 299,445 | 299,445 | 8,475 CHF | 11,474 CHF | 100.00% | 100.00% |
11/07/2024 | 32.94% | 0.03 CHF | 0.04 CHF | 300,000 | 300,000 | 298,487 | 298,487 | 7,747 CHF | 10,740 CHF | 100.00% | 100.00% |
10/07/2024 | 32.35% | 0.03 CHF | 0.04 CHF | 300,000 | 300,000 | 299,444 | 299,444 | 7,804 CHF | 10,803 CHF | 100.00% | 100.00% |
09/07/2024 | 34.72% | 0.02 CHF | 0.03 CHF | 300,000 | 300,000 | 298,482 | 298,482 | 7,186 CHF | 10,184 CHF | 100.00% | 100.00% |
08/07/2024 | 32.55% | 0.03 CHF | 0.04 CHF | 300,000 | 300,000 | 298,945 | 298,945 | 7,755 CHF | 10,753 CHF | 100.00% | 100.00% |
05/07/2024 | 30.73% | 0.03 CHF | 0.04 CHF | 300,000 | 300,000 | 299,431 | 299,431 | 8,299 CHF | 11,297 CHF | 96.89% | 96.89% |
04/07/2024 | 30.45% | 0.03 CHF | 0.04 CHF | 150,000 | 150,000 | 266,895 | 266,895 | 7,472 CHF | 10,143 CHF | 100.00% | 100.00% |
03/07/2024 | 32.07% | 0.03 CHF | 0.04 CHF | 300,000 | 300,000 | 299,439 | 299,439 | 7,890 CHF | 10,888 CHF | 98.65% | 98.65% |
02/07/2024 | 30.52% | 0.03 CHF | 0.04 CHF | 300,000 | 300,000 | 299,448 | 299,448 | 8,374 CHF | 11,372 CHF | 99.99% | 99.99% |