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 | 13.89% | 0.12 CHF | 0.13 CHF | 176,000 | 176,000 | 78,924 | 78,924 | 9,540 CHF | 10,735 CHF | 100.00% | 100.00% |
12/07/2024 | 12.16% | 0.12 CHF | 0.13 CHF | 176,000 | 176,000 | 78,928 | 78,928 | 10,468 CHF | 11,663 CHF | 100.00% | 100.00% |
11/07/2024 | 10.55% | 0.16 CHF | 0.17 CHF | 178,000 | 178,000 | 80,031 | 80,031 | 12,672 CHF | 13,885 CHF | 99.83% | 99.83% |
10/07/2024 | 10.51% | 0.18 CHF | 0.19 CHF | 178,000 | 178,000 | 80,075 | 80,075 | 13,480 CHF | 14,695 CHF | 100.00% | 100.00% |
09/07/2024 | 11.22% | 0.16 CHF | 0.17 CHF | 178,000 | 178,000 | 79,290 | 79,290 | 12,229 CHF | 13,428 CHF | 99.74% | 99.74% |
08/07/2024 | 13.96% | 0.15 CHF | 0.16 CHF | 176,000 | 176,000 | 78,690 | 78,690 | 10,278 CHF | 11,469 CHF | 100.00% | 100.00% |
05/07/2024 | 12.46% | 0.14 CHF | 0.16 CHF | 176,000 | 176,000 | 78,649 | 78,649 | 11,026 CHF | 12,219 CHF | 99.70% | 99.70% |
04/07/2024 | 14.13% | 0.13 CHF | 0.15 CHF | 70,000 | 70,000 | 56,630 | 56,630 | 7,475 CHF | 8,608 CHF | 100.00% | 100.00% |
03/07/2024 | 12.05% | 0.13 CHF | 0.14 CHF | 174,000 | 174,000 | 78,635 | 78,635 | 10,766 CHF | 11,959 CHF | 99.99% | 99.99% |
02/07/2024 | 11.91% | 0.15 CHF | 0.16 CHF | 176,000 | 176,000 | 78,599 | 78,599 | 11,336 CHF | 12,526 CHF | 99.99% | 99.99% |