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 | 51.01% | 0.01 CHF | 0.02 CHF | 130,000 | 130,000 | 60,937 | 60,937 | 888 CHF | 1,500 CHF | 100.00% | 100.00% |
12/07/2024 | 47.92% | 0.01 CHF | 0.02 CHF | 130,000 | 130,000 | 55,235 | 55,235 | 883 CHF | 1,448 CHF | 99.97% | 99.97% |
11/07/2024 | 43.71% | 0.02 CHF | 0.03 CHF | 120,000 | 120,000 | 53,565 | 53,565 | 998 CHF | 1,536 CHF | 99.82% | 99.82% |
10/07/2024 | 40.81% | 0.02 CHF | 0.03 CHF | 120,000 | 120,000 | 53,520 | 53,520 | 1,069 CHF | 1,607 CHF | 99.99% | 99.99% |
09/07/2024 | 31.99% | 0.02 CHF | 0.03 CHF | 120,000 | 120,000 | 53,511 | 53,511 | 1,427 CHF | 1,965 CHF | 99.73% | 99.73% |
08/07/2024 | 34.28% | 0.04 CHF | 0.05 CHF | 120,000 | 120,000 | 53,505 | 53,505 | 1,620 CHF | 2,158 CHF | 99.92% | 99.92% |
05/07/2024 | 36.70% | 0.02 CHF | 0.03 CHF | 120,000 | 120,000 | 53,613 | 53,613 | 1,187 CHF | 1,726 CHF | 99.70% | 99.70% |
04/07/2024 | 33.52% | 0.02 CHF | 0.03 CHF | 50,000 | 50,000 | 39,364 | 39,364 | 974 CHF | 1,368 CHF | 99.95% | 99.95% |
03/07/2024 | 32.88% | 0.02 CHF | 0.03 CHF | 120,000 | 120,000 | 53,524 | 53,524 | 1,331 CHF | 1,869 CHF | 100.00% | 100.00% |
02/07/2024 | 27.24% | 0.03 CHF | 0.04 CHF | 120,000 | 120,000 | 53,525 | 53,525 | 1,823 CHF | 2,361 CHF | 100.00% | 100.00% |