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 | 29.89% | 0.03 CHF | 0.04 CHF | 500,000 | 500,000 | 223,686 | 223,686 | 6,346 CHF | 8,593 CHF | 100.00% | 100.00% |
12/07/2024 | 27.11% | 0.03 CHF | 0.04 CHF | 480,000 | 480,000 | 218,647 | 218,647 | 7,089 CHF | 9,285 CHF | 100.00% | 100.00% |
11/07/2024 | 28.84% | 0.03 CHF | 0.04 CHF | 490,000 | 490,000 | 221,877 | 221,877 | 6,871 CHF | 9,100 CHF | 99.82% | 99.82% |
10/07/2024 | 31.24% | 0.03 CHF | 0.04 CHF | 500,000 | 500,000 | 223,156 | 223,156 | 6,114 CHF | 8,356 CHF | 100.00% | 100.00% |
09/07/2024 | 29.21% | 0.03 CHF | 0.04 CHF | 480,000 | 480,000 | 220,017 | 220,017 | 6,725 CHF | 8,939 CHF | 99.73% | 99.73% |
08/07/2024 | 24.73% | 0.03 CHF | 0.04 CHF | 490,000 | 490,000 | 211,720 | 211,720 | 7,415 CHF | 9,544 CHF | 100.00% | 100.00% |
05/07/2024 | 24.75% | 0.04 CHF | 0.05 CHF | 480,000 | 480,000 | 212,213 | 212,213 | 7,681 CHF | 9,811 CHF | 99.70% | 99.70% |
04/07/2024 | 24.36% | 0.04 CHF | 0.05 CHF | 190,000 | 190,000 | 152,232 | 152,232 | 5,490 CHF | 7,012 CHF | 99.81% | 99.81% |
03/07/2024 | 23.26% | 0.03 CHF | 0.04 CHF | 480,000 | 480,000 | 211,700 | 211,700 | 8,062 CHF | 10,188 CHF | 100.00% | 100.00% |
02/07/2024 | 20.68% | 0.04 CHF | 0.05 CHF | 470,000 | 470,000 | 209,965 | 209,965 | 9,121 CHF | 11,230 CHF | 99.99% | 99.99% |