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 | 35.82% | 0.02 CHF | 0.03 CHF | 330,000 | 330,000 | 326,468 | 326,468 | 7,606 CHF | 10,874 CHF | 100.00% | 100.00% |
12/07/2024 | 36.34% | 0.02 CHF | 0.03 CHF | 330,000 | 330,000 | 326,680 | 326,680 | 7,487 CHF | 10,757 CHF | 100.00% | 100.00% |
11/07/2024 | 36.37% | 0.02 CHF | 0.03 CHF | 330,000 | 330,000 | 328,748 | 328,748 | 7,530 CHF | 10,821 CHF | 100.00% | 100.00% |
10/07/2024 | 34.59% | 0.03 CHF | 0.04 CHF | 330,000 | 330,000 | 326,682 | 326,682 | 7,942 CHF | 11,213 CHF | 100.00% | 100.00% |
09/07/2024 | 48.67% | 0.02 CHF | 0.03 CHF | 350,000 | 350,000 | 345,704 | 345,704 | 5,476 CHF | 8,944 CHF | 100.00% | 100.00% |
08/07/2024 | 48.78% | 0.02 CHF | 0.03 CHF | 350,000 | 350,000 | 345,111 | 345,111 | 5,446 CHF | 8,907 CHF | 100.00% | 100.00% |
05/07/2024 | 51.34% | 0.01 CHF | 0.02 CHF | 350,000 | 350,000 | 347,202 | 347,202 | 5,107 CHF | 8,583 CHF | 99.81% | 99.81% |
04/07/2024 | 59.34% | 0.01 CHF | 0.02 CHF | 360,000 | 360,000 | 356,360 | 356,360 | 4,291 CHF | 7,858 CHF | 99.49% | 99.49% |
03/07/2024 | 58.92% | 0.01 CHF | 0.02 CHF | 360,000 | 360,000 | 356,354 | 356,354 | 4,329 CHF | 7,897 CHF | 99.35% | 99.35% |
02/07/2024 | 66.92% | 0.01 CHF | 0.02 CHF | 360,000 | 360,000 | 366,488 | 366,488 | 3,708 CHF | 7,387 CHF | 99.43% | 99.43% |