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 | 82.33% | 0.01 CHF | 0.03 CHF | 20,000 | 20,000 | 38,847 | 38,847 | 334 CHF | 791 CHF | 100.00% | 100.00% |
12/07/2024 | 75.87% | 0.01 CHF | 0.02 CHF | 40,000 | 40,000 | 39,608 | 39,608 | 361 CHF | 797 CHF | 100.00% | 100.00% |
11/07/2024 | 64.49% | 0.01 CHF | 0.02 CHF | 40,000 | 40,000 | 39,969 | 39,969 | 551 CHF | 988 CHF | 99.84% | 99.84% |
10/07/2024 | 57.09% | 0.02 CHF | 0.03 CHF | 40,000 | 40,000 | 39,962 | 39,962 | 558 CHF | 960 CHF | 100.00% | 100.00% |
09/07/2024 | 46.88% | 0.01 CHF | 0.02 CHF | 40,000 | 40,000 | 39,821 | 39,821 | 688 CHF | 1,088 CHF | 99.75% | 99.75% |
08/07/2024 | 38.45% | 0.02 CHF | 0.03 CHF | 40,000 | 40,000 | 39,927 | 39,927 | 846 CHF | 1,246 CHF | 100.00% | 100.00% |
05/07/2024 | 32.81% | 0.02 CHF | 0.03 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 1,034 CHF | 1,434 CHF | 99.81% | 99.81% |
04/07/2024 | 35.36% | 0.02 CHF | 0.03 CHF | 40,000 | 40,000 | 39,998 | 39,998 | 939 CHF | 1,339 CHF | 100.00% | 100.00% |
03/07/2024 | 33.59% | 0.03 CHF | 0.04 CHF | 40,000 | 40,000 | 39,998 | 39,998 | 995 CHF | 1,395 CHF | 100.00% | 100.00% |
02/07/2024 | 39.25% | 0.02 CHF | 0.03 CHF | 40,000 | 40,000 | 39,998 | 39,998 | 823 CHF | 1,223 CHF | 100.00% | 100.00% |