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 | 43.61% | 0.02 CHF | 0.03 CHF | 210,000 | 210,000 | 202,430 | 202,430 | 3,676 CHF | 5,700 CHF | 99.97% | 99.97% |
12/07/2024 | 41.38% | 0.02 CHF | 0.03 CHF | 210,000 | 210,000 | 203,194 | 203,194 | 3,928 CHF | 5,960 CHF | 100.00% | 100.00% |
11/07/2024 | 40.83% | 0.02 CHF | 0.03 CHF | 200,000 | 200,000 | 201,466 | 201,466 | 3,964 CHF | 5,979 CHF | 100.00% | 100.00% |
10/07/2024 | 42.59% | 0.02 CHF | 0.03 CHF | 210,000 | 210,000 | 204,193 | 204,193 | 3,779 CHF | 5,821 CHF | 100.00% | 100.00% |
09/07/2024 | 40.91% | 0.02 CHF | 0.03 CHF | 200,000 | 200,000 | 199,302 | 199,302 | 3,915 CHF | 5,915 CHF | 100.00% | 100.00% |
08/07/2024 | 35.30% | 0.02 CHF | 0.03 CHF | 200,000 | 200,000 | 199,669 | 199,669 | 4,695 CHF | 6,695 CHF | 100.00% | 100.00% |
05/07/2024 | 34.50% | 0.03 CHF | 0.04 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 4,810 CHF | 6,810 CHF | 99.82% | 99.82% |
04/07/2024 | 39.91% | 0.02 CHF | 0.03 CHF | 200,000 | 200,000 | 201,281 | 201,281 | 4,038 CHF | 6,051 CHF | 99.50% | 99.50% |
03/07/2024 | 47.62% | 0.02 CHF | 0.03 CHF | 210,000 | 210,000 | 210,000 | 210,000 | 3,360 CHF | 5,460 CHF | 100.00% | 100.00% |
02/07/2024 | 56.99% | 0.01 CHF | 0.02 CHF | 210,000 | 210,000 | 217,608 | 217,608 | 2,737 CHF | 4,913 CHF | 100.00% | 100.00% |