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 | 14.84% | 0.08 CHF | 0.09 CHF | 100,000 | 100,000 | 102,185 | 102,185 | 6,449 CHF | 7,471 CHF | 100.00% | 100.00% |
12/07/2024 | 13.57% | 0.11 CHF | 0.12 CHF | 100,000 | 100,000 | 101,194 | 101,194 | 7,444 CHF | 8,456 CHF | 100.00% | 100.00% |
11/07/2024 | 9.90% | 0.09 CHF | 0.10 CHF | 100,000 | 100,000 | 99,889 | 99,889 | 9,750 CHF | 10,750 CHF | 98.83% | 98.83% |
10/07/2024 | 7.00% | 0.13 CHF | 0.14 CHF | 100,000 | 100,000 | 98,850 | 98,850 | 13,647 CHF | 14,635 CHF | 100.00% | 100.00% |
09/07/2024 | 6.33% | 0.14 CHF | 0.15 CHF | 100,000 | 100,000 | 98,277 | 98,277 | 15,107 CHF | 16,090 CHF | 94.19% | 94.19% |
08/07/2024 | 5.27% | 0.17 CHF | 0.18 CHF | 98,000 | 98,000 | 97,596 | 97,596 | 18,058 CHF | 19,034 CHF | 100.00% | 100.00% |
05/07/2024 | 5.68% | 0.17 CHF | 0.18 CHF | 98,000 | 98,000 | 97,601 | 97,601 | 16,728 CHF | 17,704 CHF | 99.81% | 99.81% |
04/07/2024 | 6.84% | 0.16 CHF | 0.17 CHF | 98,000 | 98,000 | 98,829 | 98,829 | 13,975 CHF | 14,963 CHF | 100.00% | 100.00% |
03/07/2024 | 8.22% | 0.14 CHF | 0.16 CHF | 98,000 | 98,000 | 99,471 | 99,471 | 11,801 CHF | 12,795 CHF | 100.00% | 100.00% |
02/07/2024 | 13.88% | 0.07 CHF | 0.08 CHF | 103,000 | 103,000 | 102,575 | 102,575 | 6,948 CHF | 7,974 CHF | 99.99% | 99.99% |