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 | 46.68% | 0.01 CHF | 0.02 CHF | 280,000 | 280,000 | 279,890 | 279,890 | 4,668 CHF | 7,467 CHF | 100.00% | 100.00% |
12/07/2024 | 45.22% | 0.02 CHF | 0.03 CHF | 280,000 | 280,000 | 278,299 | 278,299 | 4,791 CHF | 7,574 CHF | 100.00% | 100.00% |
11/07/2024 | 39.03% | 0.02 CHF | 0.03 CHF | 280,000 | 280,000 | 279,601 | 279,601 | 5,776 CHF | 8,572 CHF | 99.99% | 99.99% |
10/07/2024 | 37.72% | 0.02 CHF | 0.03 CHF | 280,000 | 280,000 | 279,978 | 279,978 | 6,031 CHF | 8,830 CHF | 100.00% | 100.00% |
09/07/2024 | 35.76% | 0.02 CHF | 0.03 CHF | 280,000 | 280,000 | 279,294 | 279,294 | 6,453 CHF | 9,253 CHF | 100.00% | 100.00% |
08/07/2024 | 31.04% | 0.03 CHF | 0.04 CHF | 280,000 | 280,000 | 279,336 | 279,336 | 7,637 CHF | 10,435 CHF | 99.99% | 99.99% |
05/07/2024 | 31.22% | 0.03 CHF | 0.04 CHF | 280,000 | 280,000 | 273,460 | 273,460 | 7,410 CHF | 10,144 CHF | 100.00% | 100.00% |
04/07/2024 | 37.33% | 0.02 CHF | 0.03 CHF | 280,000 | 280,000 | 280,000 | 280,000 | 6,112 CHF | 8,912 CHF | 100.00% | 100.00% |
03/07/2024 | 35.19% | 0.03 CHF | 0.04 CHF | 280,000 | 280,000 | 279,541 | 279,541 | 6,560 CHF | 9,356 CHF | 100.00% | 100.00% |
02/07/2024 | 41.14% | 0.02 CHF | 0.03 CHF | 280,000 | 280,000 | 278,667 | 278,667 | 5,391 CHF | 8,178 CHF | 100.00% | 100.00% |