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 | 42.22% | 0.02 CHF | 0.03 CHF | 620,000 | 620,000 | 277,125 | 277,125 | 5,112 CHF | 7,895 CHF | 100.00% | 100.00% |
12/07/2024 | 40.86% | 0.02 CHF | 0.03 CHF | 620,000 | 620,000 | 269,900 | 269,900 | 5,256 CHF | 7,967 CHF | 99.98% | 99.98% |
11/07/2024 | 37.62% | 0.02 CHF | 0.03 CHF | 600,000 | 600,000 | 265,431 | 265,431 | 5,897 CHF | 8,563 CHF | 99.82% | 99.82% |
10/07/2024 | 37.68% | 0.02 CHF | 0.03 CHF | 600,000 | 600,000 | 265,233 | 265,233 | 5,874 CHF | 8,539 CHF | 100.00% | 100.00% |
09/07/2024 | 33.33% | 0.02 CHF | 0.03 CHF | 600,000 | 600,000 | 265,138 | 265,138 | 6,747 CHF | 9,414 CHF | 99.73% | 99.73% |
08/07/2024 | 33.25% | 0.03 CHF | 0.04 CHF | 580,000 | 580,000 | 261,666 | 261,666 | 7,287 CHF | 9,918 CHF | 99.92% | 99.92% |
05/07/2024 | 35.98% | 0.02 CHF | 0.03 CHF | 600,000 | 600,000 | 265,955 | 265,955 | 6,103 CHF | 8,772 CHF | 99.70% | 99.70% |
04/07/2024 | 34.43% | 0.02 CHF | 0.03 CHF | 240,000 | 240,000 | 192,134 | 192,134 | 4,619 CHF | 6,540 CHF | 99.95% | 99.95% |
03/07/2024 | 33.78% | 0.02 CHF | 0.03 CHF | 600,000 | 600,000 | 265,208 | 265,208 | 6,478 CHF | 9,142 CHF | 100.00% | 100.00% |
02/07/2024 | 31.95% | 0.03 CHF | 0.04 CHF | 600,000 | 600,000 | 263,555 | 263,555 | 7,290 CHF | 9,938 CHF | 100.00% | 100.00% |