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 | 31.70% | 0.03 CHF | 0.04 CHF | 880,000 | 880,000 | 388,350 | 388,350 | 10,620 CHF | 14,523 CHF | 100.00% | 100.00% |
12/07/2024 | 25.68% | 0.03 CHF | 0.04 CHF | 880,000 | 880,000 | 361,423 | 361,423 | 12,460 CHF | 16,090 CHF | 99.90% | 99.90% |
11/07/2024 | 32.44% | 0.03 CHF | 0.04 CHF | 880,000 | 880,000 | 388,511 | 388,511 | 10,563 CHF | 14,466 CHF | 100.00% | 100.00% |
10/07/2024 | 37.21% | 0.02 CHF | 0.03 CHF | 880,000 | 880,000 | 388,596 | 388,596 | 8,939 CHF | 12,844 CHF | 100.00% | 100.00% |
09/07/2024 | 41.14% | 0.02 CHF | 0.03 CHF | 880,000 | 880,000 | 387,908 | 387,908 | 7,730 CHF | 11,633 CHF | 100.00% | 100.00% |
08/07/2024 | 44.36% | 0.02 CHF | 0.03 CHF | 880,000 | 880,000 | 388,214 | 388,214 | 6,988 CHF | 10,891 CHF | 100.00% | 100.00% |
05/07/2024 | 41.82% | 0.02 CHF | 0.03 CHF | 880,000 | 880,000 | 388,542 | 388,542 | 7,385 CHF | 11,291 CHF | 99.90% | 99.90% |
04/07/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 350,000 | 350,000 | 280,880 | 280,880 | 5,618 CHF | 8,426 CHF | 100.00% | 100.00% |
03/07/2024 | 40.29% | 0.02 CHF | 0.03 CHF | 880,000 | 880,000 | 388,485 | 388,485 | 8,049 CHF | 11,951 CHF | 100.00% | 100.00% |
02/07/2024 | 48.34% | 0.02 CHF | 0.03 CHF | 880,000 | 880,000 | 389,051 | 389,051 | 6,264 CHF | 10,173 CHF | 100.00% | 100.00% |