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 | 43.26% | 0.02 CHF | 0.03 CHF | 300,000 | 300,000 | 299,427 | 299,427 | 5,462 CHF | 8,460 CHF | 100.00% | 100.00% |
12/07/2024 | 37.84% | 0.02 CHF | 0.03 CHF | 300,000 | 300,000 | 299,444 | 299,444 | 6,461 CHF | 9,459 CHF | 100.00% | 100.00% |
11/07/2024 | 40.41% | 0.02 CHF | 0.03 CHF | 300,000 | 300,000 | 299,435 | 299,435 | 5,952 CHF | 8,950 CHF | 99.65% | 100.00% |
10/07/2024 | 40.20% | 0.02 CHF | 0.03 CHF | 300,000 | 300,000 | 299,440 | 299,440 | 5,987 CHF | 8,985 CHF | 100.00% | 100.00% |
09/07/2024 | 43.87% | 0.02 CHF | 0.03 CHF | 300,000 | 300,000 | 298,474 | 298,474 | 5,371 CHF | 8,369 CHF | 100.00% | 100.00% |
08/07/2024 | 41.59% | 0.02 CHF | 0.03 CHF | 300,000 | 300,000 | 298,943 | 298,943 | 5,754 CHF | 8,752 CHF | 100.00% | 100.00% |
05/07/2024 | 38.34% | 0.02 CHF | 0.03 CHF | 300,000 | 300,000 | 299,430 | 299,430 | 6,364 CHF | 9,362 CHF | 96.89% | 96.89% |
04/07/2024 | 39.59% | 0.02 CHF | 0.03 CHF | 150,000 | 150,000 | 266,894 | 266,894 | 5,398 CHF | 8,069 CHF | 100.00% | 100.00% |
03/07/2024 | 43.02% | 0.02 CHF | 0.03 CHF | 300,000 | 300,000 | 299,437 | 299,437 | 5,505 CHF | 8,503 CHF | 98.65% | 98.65% |
02/07/2024 | 40.06% | 0.02 CHF | 0.03 CHF | 300,000 | 300,000 | 299,447 | 299,447 | 6,023 CHF | 9,021 CHF | 100.00% | 100.00% |