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 | 25.42% | 0.04 CHF | 0.05 CHF | 300,000 | 300,000 | 135,274 | 135,274 | 4,718 CHF | 6,077 CHF | 100.00% | 100.00% |
12/07/2024 | 25.74% | 0.03 CHF | 0.04 CHF | 300,000 | 300,000 | 135,213 | 135,213 | 4,604 CHF | 5,962 CHF | 99.99% | 99.99% |
11/07/2024 | 28.22% | 0.04 CHF | 0.05 CHF | 300,000 | 300,000 | 136,996 | 136,996 | 4,515 CHF | 5,891 CHF | 100.00% | 100.00% |
10/07/2024 | 29.50% | 0.03 CHF | 0.04 CHF | 310,000 | 310,000 | 136,965 | 136,965 | 4,004 CHF | 5,380 CHF | 100.00% | 100.00% |
09/07/2024 | 29.63% | 0.03 CHF | 0.04 CHF | 300,000 | 300,000 | 137,008 | 137,008 | 4,005 CHF | 5,383 CHF | 100.00% | 100.00% |
08/07/2024 | 27.90% | 0.03 CHF | 0.04 CHF | 310,000 | 310,000 | 136,681 | 136,681 | 4,224 CHF | 5,598 CHF | 100.00% | 100.00% |
05/07/2024 | 28.61% | 0.03 CHF | 0.04 CHF | 300,000 | 300,000 | 135,365 | 135,365 | 4,127 CHF | 5,487 CHF | 99.99% | 99.99% |
04/07/2024 | 26.97% | 0.03 CHF | 0.04 CHF | 120,000 | 120,000 | 98,732 | 98,732 | 3,166 CHF | 4,153 CHF | 100.00% | 100.00% |
03/07/2024 | 29.53% | 0.03 CHF | 0.04 CHF | 300,000 | 300,000 | 135,266 | 135,266 | 3,996 CHF | 5,355 CHF | 100.00% | 100.00% |
02/07/2024 | 32.50% | 0.03 CHF | 0.04 CHF | 300,000 | 300,000 | 136,988 | 136,988 | 3,745 CHF | 5,121 CHF | 99.88% | 99.88% |