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 | 19.94% | 0.05 CHF | 0.06 CHF | 320,000 | 320,000 | 141,920 | 141,920 | 6,766 CHF | 8,192 CHF | 99.99% | 99.99% |
12/07/2024 | 19.29% | 0.05 CHF | 0.06 CHF | 320,000 | 320,000 | 141,930 | 141,930 | 6,864 CHF | 8,289 CHF | 100.00% | 100.00% |
11/07/2024 | 23.49% | 0.04 CHF | 0.05 CHF | 320,000 | 320,000 | 149,035 | 149,035 | 5,833 CHF | 7,330 CHF | 99.99% | 99.99% |
10/07/2024 | 27.33% | 0.03 CHF | 0.04 CHF | 330,000 | 330,000 | 151,791 | 151,791 | 5,014 CHF | 6,539 CHF | 100.00% | 100.00% |
09/07/2024 | 28.50% | 0.03 CHF | 0.04 CHF | 340,000 | 340,000 | 153,846 | 153,846 | 4,678 CHF | 6,225 CHF | 99.75% | 99.75% |
08/07/2024 | 24.84% | 0.03 CHF | 0.04 CHF | 330,000 | 330,000 | 150,415 | 150,415 | 5,374 CHF | 6,890 CHF | 99.27% | 99.27% |
05/07/2024 | 33.18% | 0.03 CHF | 0.04 CHF | 340,000 | 340,000 | 153,925 | 153,925 | 3,931 CHF | 5,477 CHF | 100.00% | 100.00% |
04/07/2024 | 31.49% | 0.03 CHF | 0.04 CHF | 140,000 | 140,000 | 111,339 | 111,339 | 2,966 CHF | 4,080 CHF | 99.61% | 99.61% |
03/07/2024 | 23.83% | 0.03 CHF | 0.04 CHF | 340,000 | 340,000 | 150,881 | 150,881 | 5,443 CHF | 6,958 CHF | 99.99% | 99.99% |
02/07/2024 | 22.94% | 0.04 CHF | 0.05 CHF | 330,000 | 330,000 | 148,755 | 148,755 | 5,775 CHF | 7,269 CHF | 100.00% | 100.00% |