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 | 46.99% | 0.02 CHF | 0.03 CHF | 330,000 | 330,000 | 326,372 | 326,372 | 5,407 CHF | 8,675 CHF | 100.00% | 100.00% |
12/07/2024 | 47.38% | 0.02 CHF | 0.03 CHF | 330,000 | 330,000 | 326,680 | 326,680 | 5,347 CHF | 8,618 CHF | 100.00% | 100.00% |
11/07/2024 | 46.79% | 0.02 CHF | 0.03 CHF | 330,000 | 330,000 | 328,748 | 328,748 | 5,476 CHF | 8,767 CHF | 100.00% | 100.00% |
10/07/2024 | 44.01% | 0.02 CHF | 0.03 CHF | 330,000 | 330,000 | 326,683 | 326,683 | 5,876 CHF | 9,146 CHF | 100.00% | 100.00% |
09/07/2024 | 60.31% | 0.01 CHF | 0.02 CHF | 350,000 | 350,000 | 345,693 | 345,693 | 4,078 CHF | 7,547 CHF | 100.00% | 100.00% |
08/07/2024 | 62.72% | 0.01 CHF | 0.02 CHF | 350,000 | 350,000 | 345,079 | 345,079 | 3,862 CHF | 7,323 CHF | 100.00% | 100.00% |
05/07/2024 | 64.04% | 0.01 CHF | 0.02 CHF | 350,000 | 350,000 | 347,204 | 347,204 | 3,749 CHF | 7,225 CHF | 99.81% | 99.81% |
04/07/2024 | 80.72% | 0.01 CHF | 0.02 CHF | 360,000 | 360,000 | 356,360 | 356,360 | 3,061 CHF | 7,132 CHF | 99.49% | 99.49% |
03/07/2024 | 72.12% | 0.01 CHF | 0.02 CHF | 360,000 | 360,000 | 356,354 | 356,354 | 3,379 CHF | 7,131 CHF | 99.35% | 99.35% |
02/07/2024 | 89.04% | 0.01 CHF | 0.02 CHF | 360,000 | 360,000 | 366,489 | 366,489 | 2,839 CHF | 7,335 CHF | 99.43% | 99.43% |