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 | 31.06% | 0.03 CHF | 0.04 CHF | 250,000 | 250,000 | 113,664 | 113,664 | 3,144 CHF | 4,294 CHF | 100.00% | 100.00% |
12/07/2024 | 28.02% | 0.03 CHF | 0.04 CHF | 240,000 | 240,000 | 111,606 | 111,606 | 3,459 CHF | 4,580 CHF | 100.00% | 100.00% |
11/07/2024 | 30.77% | 0.03 CHF | 0.04 CHF | 250,000 | 250,000 | 114,563 | 114,563 | 3,269 CHF | 4,420 CHF | 99.82% | 99.82% |
10/07/2024 | 33.01% | 0.03 CHF | 0.04 CHF | 250,000 | 250,000 | 114,308 | 114,308 | 2,967 CHF | 4,117 CHF | 100.00% | 100.00% |
09/07/2024 | 33.39% | 0.03 CHF | 0.04 CHF | 240,000 | 240,000 | 112,777 | 112,777 | 2,954 CHF | 4,090 CHF | 99.73% | 99.73% |
08/07/2024 | 29.77% | 0.03 CHF | 0.04 CHF | 250,000 | 250,000 | 107,090 | 107,090 | 3,087 CHF | 4,165 CHF | 100.00% | 100.00% |
05/07/2024 | 29.28% | 0.03 CHF | 0.04 CHF | 240,000 | 240,000 | 107,095 | 107,095 | 3,177 CHF | 4,254 CHF | 99.70% | 99.70% |
04/07/2024 | 28.64% | 0.03 CHF | 0.04 CHF | 100,000 | 100,000 | 78,440 | 78,440 | 2,349 CHF | 3,133 CHF | 99.81% | 99.81% |
03/07/2024 | 29.19% | 0.03 CHF | 0.04 CHF | 240,000 | 240,000 | 106,729 | 106,729 | 3,149 CHF | 4,225 CHF | 100.00% | 100.00% |
02/07/2024 | 27.13% | 0.03 CHF | 0.04 CHF | 240,000 | 240,000 | 107,057 | 107,057 | 3,429 CHF | 4,505 CHF | 100.00% | 100.00% |