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 | 24.63% | 0.04 CHF | 0.05 CHF | 440,000 | 440,000 | 195,376 | 195,376 | 7,150 CHF | 9,114 CHF | 100.00% | 100.00% |
12/07/2024 | 20.03% | 0.04 CHF | 0.05 CHF | 440,000 | 440,000 | 180,727 | 180,727 | 8,277 CHF | 10,093 CHF | 99.90% | 99.90% |
11/07/2024 | 25.03% | 0.04 CHF | 0.05 CHF | 440,000 | 440,000 | 195,456 | 195,456 | 7,162 CHF | 9,125 CHF | 100.00% | 100.00% |
10/07/2024 | 29.23% | 0.03 CHF | 0.04 CHF | 440,000 | 440,000 | 195,500 | 195,500 | 6,061 CHF | 8,025 CHF | 100.00% | 100.00% |
09/07/2024 | 33.56% | 0.03 CHF | 0.04 CHF | 440,000 | 440,000 | 195,171 | 195,171 | 5,015 CHF | 6,979 CHF | 100.00% | 100.00% |
08/07/2024 | 35.83% | 0.02 CHF | 0.03 CHF | 440,000 | 440,000 | 195,311 | 195,311 | 4,501 CHF | 6,465 CHF | 100.00% | 100.00% |
05/07/2024 | 33.61% | 0.03 CHF | 0.04 CHF | 440,000 | 440,000 | 195,473 | 195,473 | 4,904 CHF | 6,868 CHF | 99.90% | 99.90% |
04/07/2024 | 32.19% | 0.03 CHF | 0.04 CHF | 180,000 | 180,000 | 142,782 | 142,782 | 3,724 CHF | 5,152 CHF | 100.00% | 100.00% |
03/07/2024 | 33.45% | 0.03 CHF | 0.04 CHF | 440,000 | 440,000 | 195,470 | 195,470 | 5,240 CHF | 7,204 CHF | 100.00% | 100.00% |
02/07/2024 | 40.43% | 0.02 CHF | 0.03 CHF | 440,000 | 440,000 | 195,722 | 195,722 | 3,981 CHF | 5,947 CHF | 100.00% | 100.00% |