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 | 21.25% | 0.04 CHF | 0.05 CHF | 500,000 | 500,000 | 223,639 | 223,639 | 9,441 CHF | 11,688 CHF | 100.00% | 100.00% |
12/07/2024 | 19.71% | 0.05 CHF | 0.06 CHF | 480,000 | 480,000 | 218,642 | 218,642 | 10,177 CHF | 12,373 CHF | 100.00% | 100.00% |
11/07/2024 | 21.58% | 0.05 CHF | 0.06 CHF | 490,000 | 490,000 | 221,870 | 221,870 | 9,585 CHF | 11,814 CHF | 99.82% | 99.82% |
10/07/2024 | 22.92% | 0.04 CHF | 0.05 CHF | 500,000 | 500,000 | 223,147 | 223,147 | 8,781 CHF | 11,022 CHF | 100.00% | 100.00% |
09/07/2024 | 22.18% | 0.04 CHF | 0.05 CHF | 480,000 | 480,000 | 219,994 | 219,994 | 9,253 CHF | 11,467 CHF | 99.75% | 99.75% |
08/07/2024 | 19.21% | 0.04 CHF | 0.05 CHF | 490,000 | 490,000 | 211,702 | 211,702 | 9,962 CHF | 12,091 CHF | 99.99% | 99.99% |
05/07/2024 | 18.74% | 0.05 CHF | 0.06 CHF | 480,000 | 480,000 | 212,034 | 212,034 | 10,433 CHF | 12,561 CHF | 99.66% | 99.66% |
04/07/2024 | 18.27% | 0.05 CHF | 0.06 CHF | 190,000 | 190,000 | 152,157 | 152,157 | 7,575 CHF | 9,096 CHF | 99.61% | 99.61% |
03/07/2024 | 18.31% | 0.05 CHF | 0.06 CHF | 480,000 | 480,000 | 211,441 | 211,441 | 10,594 CHF | 12,726 CHF | 99.98% | 99.98% |
02/07/2024 | 17.13% | 0.05 CHF | 0.06 CHF | 470,000 | 470,000 | 208,503 | 208,503 | 11,239 CHF | 13,345 CHF | 99.80% | 99.80% |