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 | 30.64% | 0.03 CHF | 0.04 CHF | 220,000 | 220,000 | 217,781 | 217,781 | 6,128 CHF | 8,309 CHF | 100.00% | 100.00% |
12/07/2024 | 29.40% | 0.03 CHF | 0.04 CHF | 220,000 | 220,000 | 217,780 | 217,780 | 6,471 CHF | 8,651 CHF | 100.00% | 100.00% |
11/07/2024 | 25.80% | 0.03 CHF | 0.04 CHF | 220,000 | 220,000 | 217,755 | 217,755 | 7,519 CHF | 9,700 CHF | 99.82% | 99.82% |
10/07/2024 | 21.38% | 0.04 CHF | 0.05 CHF | 220,000 | 220,000 | 214,153 | 214,153 | 9,102 CHF | 11,246 CHF | 100.00% | 100.00% |
09/07/2024 | 19.69% | 0.04 CHF | 0.05 CHF | 220,000 | 220,000 | 210,265 | 210,265 | 9,864 CHF | 11,974 CHF | 99.75% | 99.75% |
08/07/2024 | 17.13% | 0.05 CHF | 0.06 CHF | 210,000 | 210,000 | 207,553 | 207,553 | 11,325 CHF | 13,407 CHF | 100.00% | 100.00% |
05/07/2024 | 17.24% | 0.05 CHF | 0.06 CHF | 210,000 | 210,000 | 207,700 | 207,700 | 11,239 CHF | 13,321 CHF | 99.81% | 99.81% |
04/07/2024 | 19.17% | 0.05 CHF | 0.06 CHF | 210,000 | 210,000 | 213,974 | 213,974 | 10,273 CHF | 12,415 CHF | 100.00% | 100.00% |
03/07/2024 | 21.17% | 0.05 CHF | 0.06 CHF | 210,000 | 210,000 | 217,170 | 217,170 | 9,397 CHF | 11,571 CHF | 100.00% | 100.00% |
02/07/2024 | 27.53% | 0.03 CHF | 0.04 CHF | 220,000 | 220,000 | 217,787 | 217,787 | 6,953 CHF | 9,133 CHF | 100.00% | 100.00% |