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 | 33.84% | 0.02 CHF | 0.03 CHF | 480,000 | 480,000 | 266,198 | 266,198 | 6,606 CHF | 9,279 CHF | 100.00% | 100.00% |
12/07/2024 | 32.94% | 0.03 CHF | 0.04 CHF | 480,000 | 480,000 | 264,913 | 264,913 | 6,887 CHF | 9,546 CHF | 100.00% | 100.00% |
11/07/2024 | 37.42% | 0.02 CHF | 0.03 CHF | 480,000 | 480,000 | 260,609 | 260,609 | 5,863 CHF | 8,480 CHF | 100.00% | 100.00% |
10/07/2024 | 37.68% | 0.02 CHF | 0.03 CHF | 470,000 | 470,000 | 258,809 | 258,809 | 5,706 CHF | 8,305 CHF | 100.00% | 100.00% |
09/07/2024 | 37.23% | 0.02 CHF | 0.03 CHF | 470,000 | 470,000 | 258,359 | 258,359 | 5,796 CHF | 8,395 CHF | 100.00% | 100.00% |
08/07/2024 | 36.48% | 0.02 CHF | 0.03 CHF | 470,000 | 470,000 | 260,182 | 260,182 | 6,069 CHF | 8,685 CHF | 99.92% | 99.92% |
05/07/2024 | 33.40% | 0.02 CHF | 0.03 CHF | 470,000 | 470,000 | 259,218 | 259,218 | 6,544 CHF | 9,147 CHF | 100.00% | 100.00% |
04/07/2024 | 32.21% | 0.03 CHF | 0.04 CHF | 240,000 | 240,000 | 213,415 | 213,415 | 5,560 CHF | 7,694 CHF | 100.00% | 100.00% |
03/07/2024 | 31.84% | 0.03 CHF | 0.04 CHF | 480,000 | 480,000 | 260,918 | 260,918 | 7,093 CHF | 9,713 CHF | 100.00% | 100.00% |
02/07/2024 | 27.98% | 0.03 CHF | 0.04 CHF | 480,000 | 480,000 | 266,255 | 266,255 | 8,328 CHF | 11,001 CHF | 100.00% | 100.00% |