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 | 34.52% | 0.03 CHF | 0.04 CHF | 300,000 | 300,000 | 135,275 | 135,275 | 3,283 CHF | 4,641 CHF | 100.00% | 100.00% |
12/07/2024 | 35.03% | 0.02 CHF | 0.03 CHF | 300,000 | 300,000 | 135,227 | 135,227 | 3,217 CHF | 4,576 CHF | 100.00% | 100.00% |
11/07/2024 | 38.84% | 0.02 CHF | 0.03 CHF | 300,000 | 300,000 | 136,992 | 136,992 | 3,111 CHF | 4,487 CHF | 100.00% | 100.00% |
10/07/2024 | 39.27% | 0.02 CHF | 0.03 CHF | 310,000 | 310,000 | 136,967 | 136,967 | 2,835 CHF | 4,210 CHF | 100.00% | 100.00% |
09/07/2024 | 40.71% | 0.02 CHF | 0.03 CHF | 300,000 | 300,000 | 137,002 | 137,002 | 2,748 CHF | 4,126 CHF | 100.00% | 100.00% |
08/07/2024 | 38.29% | 0.02 CHF | 0.03 CHF | 310,000 | 310,000 | 136,733 | 136,733 | 2,900 CHF | 4,275 CHF | 99.73% | 99.73% |
05/07/2024 | 38.46% | 0.02 CHF | 0.03 CHF | 300,000 | 300,000 | 135,388 | 135,388 | 2,863 CHF | 4,223 CHF | 100.00% | 100.00% |
04/07/2024 | 37.00% | 0.02 CHF | 0.03 CHF | 120,000 | 120,000 | 98,732 | 98,732 | 2,174 CHF | 3,162 CHF | 100.00% | 100.00% |
03/07/2024 | 40.72% | 0.02 CHF | 0.03 CHF | 300,000 | 300,000 | 135,266 | 135,266 | 2,714 CHF | 4,072 CHF | 100.00% | 100.00% |
02/07/2024 | 44.92% | 0.02 CHF | 0.03 CHF | 300,000 | 300,000 | 136,987 | 136,987 | 2,542 CHF | 3,918 CHF | 99.88% | 99.88% |