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 | 18.18% | 0.05 CHF | 0.06 CHF | 880,000 | 880,000 | 388,351 | 388,351 | 20,004 CHF | 23,907 CHF | 100.00% | 100.00% |
12/07/2024 | 15.12% | 0.06 CHF | 0.07 CHF | 880,000 | 880,000 | 361,425 | 361,425 | 22,537 CHF | 26,168 CHF | 99.90% | 99.90% |
11/07/2024 | 18.68% | 0.05 CHF | 0.06 CHF | 880,000 | 880,000 | 388,471 | 388,471 | 19,768 CHF | 23,670 CHF | 99.99% | 99.99% |
10/07/2024 | 21.84% | 0.05 CHF | 0.06 CHF | 880,000 | 880,000 | 388,597 | 388,597 | 16,756 CHF | 20,660 CHF | 100.00% | 100.00% |
09/07/2024 | 24.97% | 0.04 CHF | 0.05 CHF | 880,000 | 880,000 | 387,915 | 387,915 | 14,116 CHF | 18,018 CHF | 100.00% | 100.00% |
08/07/2024 | 26.61% | 0.03 CHF | 0.04 CHF | 880,000 | 880,000 | 388,229 | 388,229 | 12,824 CHF | 16,727 CHF | 100.00% | 100.00% |
05/07/2024 | 24.77% | 0.03 CHF | 0.04 CHF | 880,000 | 880,000 | 388,540 | 388,540 | 13,811 CHF | 17,717 CHF | 99.90% | 99.90% |
04/07/2024 | 23.25% | 0.04 CHF | 0.05 CHF | 350,000 | 350,000 | 280,880 | 280,880 | 10,679 CHF | 13,488 CHF | 100.00% | 100.00% |
03/07/2024 | 24.53% | 0.04 CHF | 0.05 CHF | 880,000 | 880,000 | 388,485 | 388,485 | 14,665 CHF | 18,567 CHF | 100.00% | 100.00% |
02/07/2024 | 29.15% | 0.03 CHF | 0.04 CHF | 880,000 | 880,000 | 389,050 | 389,050 | 11,728 CHF | 15,637 CHF | 100.00% | 100.00% |