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 | 39.37% | 0.02 CHF | 0.03 CHF | 500,000 | 500,000 | 223,684 | 223,684 | 4,579 CHF | 6,826 CHF | 100.00% | 100.00% |
12/07/2024 | 35.71% | 0.02 CHF | 0.03 CHF | 480,000 | 480,000 | 218,662 | 218,662 | 5,067 CHF | 7,264 CHF | 100.00% | 100.00% |
11/07/2024 | 37.43% | 0.02 CHF | 0.03 CHF | 490,000 | 490,000 | 221,870 | 221,870 | 5,014 CHF | 7,242 CHF | 99.82% | 99.82% |
10/07/2024 | 40.94% | 0.02 CHF | 0.03 CHF | 500,000 | 500,000 | 223,156 | 223,156 | 4,415 CHF | 6,657 CHF | 100.00% | 100.00% |
09/07/2024 | 38.62% | 0.02 CHF | 0.03 CHF | 480,000 | 480,000 | 220,011 | 220,011 | 4,814 CHF | 7,027 CHF | 99.72% | 99.72% |
08/07/2024 | 33.97% | 0.02 CHF | 0.03 CHF | 490,000 | 490,000 | 211,683 | 211,683 | 5,125 CHF | 7,253 CHF | 100.00% | 100.00% |
05/07/2024 | 33.05% | 0.02 CHF | 0.03 CHF | 480,000 | 480,000 | 212,221 | 212,221 | 5,419 CHF | 7,549 CHF | 99.70% | 99.70% |
04/07/2024 | 32.25% | 0.03 CHF | 0.04 CHF | 190,000 | 190,000 | 152,232 | 152,232 | 3,959 CHF | 5,481 CHF | 99.81% | 99.81% |
03/07/2024 | 31.67% | 0.02 CHF | 0.03 CHF | 480,000 | 480,000 | 211,684 | 211,684 | 5,618 CHF | 7,744 CHF | 100.00% | 100.00% |
02/07/2024 | 28.08% | 0.03 CHF | 0.04 CHF | 470,000 | 470,000 | 209,990 | 209,990 | 6,428 CHF | 8,537 CHF | 99.98% | 99.98% |