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 | 30.13% | 0.03 CHF | 0.04 CHF | 240,000 | 240,000 | 133,131 | 133,131 | 3,811 CHF | 5,148 CHF | 100.00% | 100.00% |
12/07/2024 | 29.21% | 0.03 CHF | 0.04 CHF | 240,000 | 240,000 | 133,133 | 133,133 | 3,994 CHF | 5,331 CHF | 100.00% | 100.00% |
11/07/2024 | 31.34% | 0.03 CHF | 0.04 CHF | 240,000 | 240,000 | 133,134 | 133,134 | 3,686 CHF | 5,023 CHF | 100.00% | 100.00% |
10/07/2024 | 32.80% | 0.03 CHF | 0.04 CHF | 240,000 | 240,000 | 133,132 | 133,132 | 3,474 CHF | 4,811 CHF | 100.00% | 100.00% |
09/07/2024 | 31.51% | 0.03 CHF | 0.04 CHF | 240,000 | 240,000 | 132,888 | 132,888 | 3,619 CHF | 4,955 CHF | 100.00% | 100.00% |
08/07/2024 | 30.70% | 0.03 CHF | 0.04 CHF | 240,000 | 240,000 | 132,877 | 132,877 | 3,810 CHF | 5,145 CHF | 99.92% | 99.92% |
05/07/2024 | 28.27% | 0.03 CHF | 0.04 CHF | 240,000 | 240,000 | 133,132 | 133,132 | 4,075 CHF | 5,411 CHF | 100.00% | 100.00% |
04/07/2024 | 27.01% | 0.03 CHF | 0.04 CHF | 120,000 | 120,000 | 109,366 | 109,366 | 3,503 CHF | 4,597 CHF | 100.00% | 100.00% |
03/07/2024 | 27.20% | 0.03 CHF | 0.04 CHF | 240,000 | 240,000 | 132,986 | 132,986 | 4,343 CHF | 5,678 CHF | 100.00% | 100.00% |
02/07/2024 | 24.06% | 0.04 CHF | 0.05 CHF | 240,000 | 240,000 | 133,060 | 133,060 | 4,958 CHF | 6,294 CHF | 100.00% | 100.00% |