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 | 33.64% | 0.05 CHF | 0.07 CHF | 70,000 | 140,000 | 70,000 | 140,000 | 3,464 CHF | 9,728 CHF | 100.00% | 100.00% |
12/07/2024 | 35.82% | 0.05 CHF | 0.07 CHF | 70,000 | 140,000 | 70,000 | 140,000 | 3,210 CHF | 9,221 CHF | 100.00% | 100.00% |
11/07/2024 | 35.78% | 0.05 CHF | 0.07 CHF | 70,000 | 140,000 | 70,000 | 140,000 | 3,217 CHF | 9,234 CHF | 100.00% | 100.00% |
10/07/2024 | 36.84% | 0.05 CHF | 0.07 CHF | 70,000 | 140,000 | 70,000 | 140,000 | 3,102 CHF | 9,005 CHF | 100.00% | 100.00% |
09/07/2024 | 39.42% | 0.04 CHF | 0.06 CHF | 70,000 | 140,000 | 69,842 | 139,684 | 2,858 CHF | 8,516 CHF | 100.00% | 100.00% |
08/07/2024 | 55.03% | 0.04 CHF | 0.06 CHF | 70,000 | 140,000 | 69,879 | 139,757 | 2,898 CHF | 10,212 CHF | 100.00% | 100.00% |
05/07/2024 | 58.63% | 0.04 CHF | 0.08 CHF | 70,000 | 140,000 | 70,000 | 140,000 | 2,807 CHF | 10,268 CHF | 100.00% | 100.00% |
04/07/2024 | 60.00% | 0.04 CHF | 0.07 CHF | 70,000 | 140,000 | 70,000 | 140,000 | 2,681 CHF | 9,954 CHF | 100.00% | 100.00% |
03/07/2024 | 59.34% | 0.04 CHF | 0.07 CHF | 70,000 | 140,000 | 70,000 | 140,000 | 2,739 CHF | 10,098 CHF | 100.00% | 100.00% |
02/07/2024 | 63.03% | 0.04 CHF | 0.07 CHF | 70,000 | 140,000 | 70,000 | 140,000 | 2,459 CHF | 9,433 CHF | 100.00% | 100.00% |