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 | 54.25% | 0.01 CHF | 0.02 CHF | 220,000 | 220,000 | 217,781 | 217,781 | 2,973 CHF | 5,153 CHF | 100.00% | 100.00% |
12/07/2024 | 53.78% | 0.02 CHF | 0.03 CHF | 220,000 | 220,000 | 217,077 | 217,077 | 3,014 CHF | 5,194 CHF | 100.00% | 100.00% |
11/07/2024 | 49.83% | 0.01 CHF | 0.02 CHF | 220,000 | 220,000 | 217,341 | 217,341 | 3,339 CHF | 5,520 CHF | 99.82% | 99.82% |
10/07/2024 | 43.01% | 0.02 CHF | 0.03 CHF | 220,000 | 220,000 | 214,156 | 214,156 | 3,972 CHF | 6,116 CHF | 100.00% | 100.00% |
09/07/2024 | 39.20% | 0.02 CHF | 0.03 CHF | 220,000 | 220,000 | 210,282 | 210,282 | 4,402 CHF | 6,512 CHF | 99.75% | 99.75% |
08/07/2024 | 35.78% | 0.02 CHF | 0.03 CHF | 210,000 | 210,000 | 207,531 | 207,531 | 4,856 CHF | 6,937 CHF | 100.00% | 100.00% |
05/07/2024 | 35.49% | 0.02 CHF | 0.03 CHF | 210,000 | 210,000 | 207,919 | 207,919 | 4,902 CHF | 6,983 CHF | 99.81% | 99.81% |
04/07/2024 | 38.94% | 0.02 CHF | 0.03 CHF | 210,000 | 210,000 | 213,983 | 213,983 | 4,502 CHF | 6,644 CHF | 100.00% | 100.00% |
03/07/2024 | 41.51% | 0.02 CHF | 0.03 CHF | 210,000 | 210,000 | 217,170 | 217,170 | 4,233 CHF | 6,407 CHF | 100.00% | 100.00% |
02/07/2024 | 52.50% | 0.01 CHF | 0.02 CHF | 220,000 | 220,000 | 217,787 | 217,787 | 3,108 CHF | 5,288 CHF | 100.00% | 100.00% |