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 | 43.46% | 0.05 CHF | 0.07 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 2,810 CHF | 4,370 CHF | 100.00% | 100.00% |
12/07/2024 | 42.77% | 0.05 CHF | 0.07 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 2,868 CHF | 4,428 CHF | 100.00% | 100.00% |
11/07/2024 | 47.33% | 0.04 CHF | 0.07 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 2,517 CHF | 4,077 CHF | 100.00% | 100.00% |
10/07/2024 | 48.56% | 0.04 CHF | 0.07 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 2,439 CHF | 3,999 CHF | 100.00% | 100.00% |
09/07/2024 | 46.93% | 0.04 CHF | 0.06 CHF | 60,000 | 60,000 | 59,864 | 59,864 | 2,565 CHF | 4,125 CHF | 100.00% | 100.00% |
08/07/2024 | 37.98% | 0.06 CHF | 0.08 CHF | 60,000 | 60,000 | 59,894 | 59,894 | 3,331 CHF | 4,891 CHF | 100.00% | 100.00% |
05/07/2024 | 33.48% | 0.06 CHF | 0.08 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 3,960 CHF | 5,520 CHF | 99.93% | 99.93% |
04/07/2024 | 38.81% | 0.05 CHF | 0.08 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 3,240 CHF | 4,800 CHF | 100.00% | 100.00% |
03/07/2024 | 42.67% | 0.06 CHF | 0.09 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 2,947 CHF | 4,507 CHF | 100.00% | 100.00% |
02/07/2024 | 46.17% | 0.05 CHF | 0.07 CHF | 60,000 | 60,000 | 54,737 | 54,737 | 2,679 CHF | 4,239 CHF | 100.00% | 100.00% |