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 | 23.53% | 0.04 CHF | 0.05 CHF | 700,000 | 700,000 | 700,000 | 700,000 | 26,258 CHF | 33,258 CHF | 100.00% | 100.00% |
12/07/2024 | 23.26% | 0.04 CHF | 0.05 CHF | 700,000 | 700,000 | 700,000 | 700,000 | 26,611 CHF | 33,611 CHF | 100.00% | 100.00% |
11/07/2024 | 24.88% | 0.04 CHF | 0.05 CHF | 700,000 | 700,000 | 700,000 | 700,000 | 24,650 CHF | 31,650 CHF | 100.00% | 100.00% |
10/07/2024 | 27.81% | 0.04 CHF | 0.05 CHF | 900,000 | 896,000 | 900,000 | 896,000 | 27,960 CHF | 36,796 CHF | 100.00% | 100.00% |
09/07/2024 | 29.75% | 0.03 CHF | 0.04 CHF | 900,000 | 896,000 | 900,000 | 896,000 | 25,780 CHF | 34,625 CHF | 100.00% | 100.00% |
08/07/2024 | 28.79% | 0.03 CHF | 0.04 CHF | 900,000 | 896,000 | 900,000 | 896,000 | 26,808 CHF | 35,649 CHF | 100.00% | 100.00% |
05/07/2024 | 25.76% | 0.03 CHF | 0.04 CHF | 800,000 | 800,000 | 800,000 | 800,000 | 27,152 CHF | 35,152 CHF | 100.00% | 100.00% |
04/07/2024 | 27.08% | 0.03 CHF | 0.04 CHF | 800,000 | 800,000 | 800,000 | 800,000 | 25,565 CHF | 33,565 CHF | 100.00% | 100.00% |
03/07/2024 | 26.09% | 0.03 CHF | 0.04 CHF | 800,000 | 800,000 | 800,000 | 800,000 | 26,671 CHF | 34,671 CHF | 100.00% | 100.00% |
02/07/2024 | 28.94% | 0.03 CHF | 0.04 CHF | 700,000 | 700,000 | 640,190 | 640,190 | 19,025 CHF | 25,427 CHF | 100.00% | 100.00% |