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 | 24.59% | 0.04 CHF | 0.05 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 32,637 CHF | 13,879 CHF | 99.17% | 99.17% |
12/07/2024 | 24.33% | 0.03 CHF | 0.04 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 33,013 CHF | 14,004 CHF | 99.17% | 99.17% |
11/07/2024 | 24.36% | 0.04 CHF | 0.05 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 33,026 CHF | 14,009 CHF | 99.16% | 99.16% |
10/07/2024 | 24.99% | 0.03 CHF | 0.04 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 32,071 CHF | 13,690 CHF | 99.16% | 99.16% |
09/07/2024 | 22.22% | 0.04 CHF | 0.05 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 35,999 CHF | 15,000 CHF | 99.17% | 99.17% |
08/07/2024 | 19.80% | 0.04 CHF | 0.05 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 41,387 CHF | 16,796 CHF | 99.15% | 99.15% |
05/07/2024 | 17.27% | 0.05 CHF | 0.06 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 47,928 CHF | 18,976 CHF | 99.15% | 99.15% |
04/07/2024 | 18.22% | 0.05 CHF | 0.06 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 44,922 CHF | 17,974 CHF | 99.17% | 99.17% |
03/07/2024 | 22.22% | 0.04 CHF | 0.05 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 36,000 CHF | 15,000 CHF | 99.15% | 99.15% |
02/07/2024 | 26.95% | 0.04 CHF | 0.05 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 29,301 CHF | 12,767 CHF | 99.17% | 99.17% |