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 | 35.47% | 0.02 CHF | 0.03 CHF | 500,000 | 500,000 | 223,247 | 223,247 | 5,198 CHF | 7,445 CHF | 100.00% | 100.00% |
12/07/2024 | 32.12% | 0.03 CHF | 0.04 CHF | 480,000 | 480,000 | 218,662 | 218,662 | 5,793 CHF | 7,990 CHF | 100.00% | 100.00% |
11/07/2024 | 34.98% | 0.03 CHF | 0.04 CHF | 490,000 | 490,000 | 221,845 | 221,845 | 5,428 CHF | 7,656 CHF | 99.85% | 99.85% |
10/07/2024 | 37.77% | 0.02 CHF | 0.03 CHF | 500,000 | 500,000 | 223,155 | 223,155 | 4,909 CHF | 7,151 CHF | 100.00% | 100.00% |
09/07/2024 | 37.48% | 0.02 CHF | 0.03 CHF | 480,000 | 480,000 | 220,007 | 220,007 | 4,994 CHF | 7,207 CHF | 99.74% | 99.74% |
08/07/2024 | 33.50% | 0.02 CHF | 0.03 CHF | 490,000 | 490,000 | 211,713 | 211,713 | 5,300 CHF | 7,428 CHF | 100.00% | 100.00% |
05/07/2024 | 32.69% | 0.03 CHF | 0.04 CHF | 480,000 | 480,000 | 212,183 | 212,183 | 5,555 CHF | 7,684 CHF | 99.70% | 99.70% |
04/07/2024 | 32.22% | 0.03 CHF | 0.04 CHF | 190,000 | 190,000 | 152,224 | 152,224 | 3,964 CHF | 5,487 CHF | 99.79% | 99.79% |
03/07/2024 | 31.50% | 0.03 CHF | 0.04 CHF | 480,000 | 480,000 | 211,470 | 211,470 | 5,697 CHF | 7,824 CHF | 100.00% | 100.00% |
02/07/2024 | 29.66% | 0.03 CHF | 0.04 CHF | 470,000 | 470,000 | 209,976 | 209,976 | 6,055 CHF | 8,164 CHF | 100.00% | 100.00% |