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 | 23.37% | 0.04 CHF | 0.05 CHF | 210,000 | 210,000 | 202,424 | 202,424 | 7,678 CHF | 9,702 CHF | 99.96% | 99.96% |
12/07/2024 | 23.35% | 0.04 CHF | 0.05 CHF | 210,000 | 210,000 | 203,194 | 203,194 | 7,738 CHF | 9,770 CHF | 100.00% | 100.00% |
11/07/2024 | 22.77% | 0.04 CHF | 0.05 CHF | 200,000 | 200,000 | 201,466 | 201,466 | 7,887 CHF | 9,902 CHF | 100.00% | 100.00% |
10/07/2024 | 24.09% | 0.03 CHF | 0.04 CHF | 210,000 | 210,000 | 204,194 | 204,194 | 7,465 CHF | 9,507 CHF | 100.00% | 100.00% |
09/07/2024 | 22.20% | 0.04 CHF | 0.05 CHF | 200,000 | 200,000 | 199,297 | 199,297 | 8,050 CHF | 10,050 CHF | 100.00% | 100.00% |
08/07/2024 | 20.07% | 0.04 CHF | 0.05 CHF | 200,000 | 200,000 | 199,654 | 199,654 | 9,002 CHF | 11,002 CHF | 100.00% | 100.00% |
05/07/2024 | 19.45% | 0.05 CHF | 0.06 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 9,301 CHF | 11,301 CHF | 99.82% | 99.82% |
04/07/2024 | 22.35% | 0.04 CHF | 0.05 CHF | 200,000 | 200,000 | 201,275 | 201,275 | 7,999 CHF | 10,012 CHF | 99.50% | 99.50% |
03/07/2024 | 26.67% | 0.03 CHF | 0.04 CHF | 210,000 | 210,000 | 210,000 | 210,000 | 6,830 CHF | 8,930 CHF | 100.00% | 100.00% |
02/07/2024 | 33.55% | 0.03 CHF | 0.04 CHF | 210,000 | 210,000 | 217,608 | 217,608 | 5,425 CHF | 7,602 CHF | 100.00% | 100.00% |