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 | 15.17% | 0.07 CHF | 0.08 CHF | 160,000 | 160,000 | 72,168 | 72,168 | 4,641 CHF | 5,366 CHF | 100.00% | 100.00% |
12/07/2024 | 14.45% | 0.06 CHF | 0.07 CHF | 160,000 | 160,000 | 72,166 | 72,166 | 4,783 CHF | 5,508 CHF | 100.00% | 100.00% |
11/07/2024 | 17.52% | 0.06 CHF | 0.07 CHF | 160,000 | 160,000 | 79,241 | 79,241 | 4,282 CHF | 5,077 CHF | 99.99% | 99.99% |
10/07/2024 | 20.42% | 0.05 CHF | 0.06 CHF | 170,000 | 170,000 | 79,621 | 79,621 | 3,650 CHF | 4,450 CHF | 100.00% | 100.00% |
09/07/2024 | 21.74% | 0.04 CHF | 0.05 CHF | 170,000 | 170,000 | 79,572 | 79,572 | 3,342 CHF | 4,142 CHF | 99.75% | 99.75% |
08/07/2024 | 18.75% | 0.04 CHF | 0.05 CHF | 170,000 | 170,000 | 79,562 | 79,562 | 3,919 CHF | 4,721 CHF | 99.27% | 99.27% |
05/07/2024 | 25.15% | 0.04 CHF | 0.05 CHF | 170,000 | 170,000 | 79,621 | 79,621 | 2,827 CHF | 3,627 CHF | 100.00% | 100.00% |
04/07/2024 | 23.80% | 0.04 CHF | 0.05 CHF | 70,000 | 70,000 | 58,319 | 58,319 | 2,157 CHF | 2,740 CHF | 99.61% | 99.61% |
03/07/2024 | 17.48% | 0.04 CHF | 0.05 CHF | 170,000 | 170,000 | 79,611 | 79,611 | 4,078 CHF | 4,878 CHF | 100.00% | 100.00% |
02/07/2024 | 16.89% | 0.05 CHF | 0.06 CHF | 170,000 | 170,000 | 78,982 | 78,982 | 4,318 CHF | 5,111 CHF | 99.99% | 99.99% |