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 | 15.13% | 0.06 CHF | 0.07 CHF | 300,000 | 100,000 | 299,506 | 99,876 | 18,351 CHF | 7,118 CHF | 84.28% | 84.28% |
12/07/2024 | 13.58% | 0.06 CHF | 0.07 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 20,640 CHF | 7,880 CHF | 95.92% | 95.92% |
11/07/2024 | 14.63% | 0.07 CHF | 0.08 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 19,107 CHF | 7,369 CHF | 97.18% | 97.18% |
10/07/2024 | 15.37% | 0.07 CHF | 0.08 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 18,023 CHF | 7,008 CHF | 100.00% | 100.00% |
09/07/2024 | 13.94% | 0.06 CHF | 0.07 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 20,112 CHF | 7,704 CHF | 100.00% | 100.00% |
08/07/2024 | 14.22% | 0.06 CHF | 0.07 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 19,701 CHF | 7,567 CHF | 99.37% | 99.37% |
05/07/2024 | 13.70% | 0.06 CHF | 0.07 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 20,464 CHF | 7,821 CHF | 98.17% | 98.17% |
04/07/2024 | 13.33% | 0.07 CHF | 0.08 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 21,000 CHF | 8,000 CHF | 98.75% | 98.75% |
03/07/2024 | 13.39% | 0.07 CHF | 0.08 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 20,916 CHF | 7,972 CHF | 99.70% | 99.70% |
02/07/2024 | 14.55% | 0.07 CHF | 0.08 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 19,220 CHF | 7,407 CHF | 100.00% | 100.00% |