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 | 44.86% | 0.02 CHF | 0.03 CHF | 250,000 | 250,000 | 114,510 | 114,510 | 1,994 CHF | 3,144 CHF | 100.00% | 100.00% |
12/07/2024 | 41.47% | 0.02 CHF | 0.03 CHF | 240,000 | 240,000 | 111,542 | 111,542 | 2,133 CHF | 3,254 CHF | 100.00% | 100.00% |
11/07/2024 | 46.09% | 0.02 CHF | 0.03 CHF | 250,000 | 250,000 | 114,783 | 114,783 | 1,991 CHF | 3,145 CHF | 99.82% | 99.82% |
10/07/2024 | 48.39% | 0.02 CHF | 0.03 CHF | 250,000 | 250,000 | 114,777 | 114,777 | 1,836 CHF | 2,993 CHF | 100.00% | 100.00% |
09/07/2024 | 50.64% | 0.02 CHF | 0.03 CHF | 240,000 | 240,000 | 113,394 | 113,394 | 1,745 CHF | 2,889 CHF | 99.73% | 99.73% |
08/07/2024 | 46.30% | 0.02 CHF | 0.03 CHF | 250,000 | 250,000 | 107,127 | 107,127 | 1,794 CHF | 2,872 CHF | 100.00% | 100.00% |
05/07/2024 | 46.80% | 0.02 CHF | 0.03 CHF | 240,000 | 240,000 | 107,309 | 107,309 | 1,799 CHF | 2,876 CHF | 99.71% | 99.71% |
04/07/2024 | 47.19% | 0.02 CHF | 0.03 CHF | 100,000 | 100,000 | 78,440 | 78,440 | 1,274 CHF | 2,059 CHF | 99.81% | 99.81% |
03/07/2024 | 48.24% | 0.02 CHF | 0.03 CHF | 240,000 | 240,000 | 95,141 | 95,141 | 1,630 CHF | 2,705 CHF | 100.00% | 100.00% |
02/07/2024 | 43.80% | 0.02 CHF | 0.03 CHF | 240,000 | 240,000 | 106,897 | 106,897 | 1,951 CHF | 3,035 CHF | 100.00% | 100.00% |