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 | 160,000 | 160,000 | 72,168 | 72,168 | 2,727 CHF | 3,454 CHF | 100.00% | 100.00% |
12/07/2024 | 22.75% | 0.04 CHF | 0.05 CHF | 160,000 | 160,000 | 72,166 | 72,166 | 2,888 CHF | 3,613 CHF | 100.00% | 100.00% |
11/07/2024 | 31.89% | 0.04 CHF | 0.05 CHF | 160,000 | 160,000 | 79,249 | 79,249 | 2,508 CHF | 3,431 CHF | 100.00% | 100.00% |
10/07/2024 | 49.50% | 0.03 CHF | 0.04 CHF | 170,000 | 170,000 | 79,620 | 79,620 | 2,100 CHF | 3,430 CHF | 100.00% | 100.00% |
09/07/2024 | 56.91% | 0.02 CHF | 0.04 CHF | 170,000 | 170,000 | 79,574 | 79,574 | 1,903 CHF | 3,385 CHF | 99.75% | 99.75% |
08/07/2024 | 39.96% | 0.02 CHF | 0.04 CHF | 170,000 | 170,000 | 79,575 | 79,575 | 2,259 CHF | 3,422 CHF | 99.27% | 99.27% |
05/07/2024 | 76.24% | 0.02 CHF | 0.04 CHF | 170,000 | 170,000 | 79,621 | 79,621 | 1,513 CHF | 3,352 CHF | 100.00% | 100.00% |
04/07/2024 | 69.78% | 0.02 CHF | 0.04 CHF | 70,000 | 70,000 | 58,319 | 58,319 | 1,177 CHF | 2,449 CHF | 99.61% | 99.61% |
03/07/2024 | 31.08% | 0.02 CHF | 0.04 CHF | 170,000 | 170,000 | 79,612 | 79,612 | 2,450 CHF | 3,506 CHF | 100.00% | 100.00% |
02/07/2024 | 27.47% | 0.03 CHF | 0.04 CHF | 170,000 | 170,000 | 78,982 | 78,982 | 2,599 CHF | 3,464 CHF | 99.99% | 99.99% |