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 | 52.91% | 0.01 CHF | 0.02 CHF | 300,000 | 300,000 | 299,433 | 299,433 | 4,189 CHF | 7,187 CHF | 100.00% | 100.00% |
12/07/2024 | 45.94% | 0.01 CHF | 0.02 CHF | 300,000 | 300,000 | 299,453 | 299,453 | 5,086 CHF | 8,085 CHF | 100.00% | 100.00% |
11/07/2024 | 49.35% | 0.02 CHF | 0.03 CHF | 300,000 | 300,000 | 299,442 | 299,442 | 4,615 CHF | 7,613 CHF | 99.65% | 100.00% |
10/07/2024 | 52.27% | 0.02 CHF | 0.03 CHF | 300,000 | 300,000 | 299,453 | 299,453 | 4,264 CHF | 7,263 CHF | 100.00% | 100.00% |
09/07/2024 | 53.09% | 0.01 CHF | 0.02 CHF | 300,000 | 300,000 | 298,463 | 298,463 | 4,177 CHF | 7,175 CHF | 100.00% | 100.00% |
08/07/2024 | 52.99% | 0.01 CHF | 0.02 CHF | 300,000 | 300,000 | 298,958 | 298,958 | 4,184 CHF | 7,182 CHF | 100.00% | 100.00% |
05/07/2024 | 48.52% | 0.01 CHF | 0.02 CHF | 300,000 | 300,000 | 299,433 | 299,433 | 4,710 CHF | 7,709 CHF | 96.90% | 96.90% |
04/07/2024 | 47.85% | 0.02 CHF | 0.03 CHF | 150,000 | 150,000 | 266,895 | 266,895 | 4,269 CHF | 6,940 CHF | 100.00% | 100.00% |
03/07/2024 | 53.05% | 0.02 CHF | 0.03 CHF | 300,000 | 300,000 | 299,445 | 299,445 | 4,195 CHF | 7,194 CHF | 98.65% | 98.65% |
02/07/2024 | 51.98% | 0.01 CHF | 0.02 CHF | 300,000 | 300,000 | 299,449 | 299,449 | 4,300 CHF | 7,298 CHF | 100.00% | 100.00% |