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 | 26.32% | 0.03 CHF | 0.04 CHF | 330,000 | 330,000 | 326,464 | 326,464 | 10,968 CHF | 14,236 CHF | 100.00% | 100.00% |
12/07/2024 | 26.95% | 0.03 CHF | 0.04 CHF | 330,000 | 330,000 | 326,680 | 326,680 | 10,675 CHF | 13,945 CHF | 100.00% | 100.00% |
11/07/2024 | 27.17% | 0.03 CHF | 0.04 CHF | 330,000 | 330,000 | 328,747 | 328,747 | 10,668 CHF | 13,960 CHF | 99.99% | 99.99% |
10/07/2024 | 25.02% | 0.04 CHF | 0.05 CHF | 330,000 | 330,000 | 326,683 | 326,683 | 11,623 CHF | 14,893 CHF | 100.00% | 100.00% |
09/07/2024 | 37.75% | 0.02 CHF | 0.03 CHF | 350,000 | 350,000 | 345,702 | 345,702 | 7,578 CHF | 11,046 CHF | 100.00% | 100.00% |
08/07/2024 | 37.33% | 0.02 CHF | 0.03 CHF | 350,000 | 350,000 | 345,083 | 345,083 | 7,664 CHF | 11,125 CHF | 100.00% | 100.00% |
05/07/2024 | 39.63% | 0.02 CHF | 0.03 CHF | 350,000 | 350,000 | 347,204 | 347,204 | 7,140 CHF | 10,616 CHF | 99.81% | 99.81% |
04/07/2024 | 47.27% | 0.02 CHF | 0.03 CHF | 360,000 | 360,000 | 356,360 | 356,360 | 5,857 CHF | 9,424 CHF | 99.49% | 99.49% |
03/07/2024 | 47.29% | 0.02 CHF | 0.03 CHF | 360,000 | 360,000 | 356,355 | 356,355 | 5,850 CHF | 9,417 CHF | 99.35% | 99.35% |
02/07/2024 | 54.06% | 0.01 CHF | 0.02 CHF | 360,000 | 360,000 | 366,488 | 366,488 | 5,030 CHF | 8,698 CHF | 99.43% | 99.43% |