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 | 10.49% | 0.18 CHF | 0.19 CHF | 120,000 | 120,000 | 54,061 | 54,061 | 10,447 CHF | 11,423 CHF | 100.00% | 100.00% |
12/07/2024 | 11.84% | 0.20 CHF | 0.21 CHF | 120,000 | 120,000 | 54,680 | 54,680 | 9,210 CHF | 10,122 CHF | 100.00% | 100.00% |
11/07/2024 | 15.22% | 0.14 CHF | 0.14 CHF | 122,000 | 122,000 | 55,193 | 55,193 | 7,201 CHF | 8,120 CHF | 99.82% | 99.82% |
10/07/2024 | 13.56% | 0.13 CHF | 0.14 CHF | 122,000 | 122,000 | 54,888 | 54,888 | 7,677 CHF | 8,593 CHF | 99.99% | 99.99% |
09/07/2024 | 10.71% | 0.18 CHF | 0.19 CHF | 120,000 | 120,000 | 53,769 | 53,769 | 10,637 CHF | 11,610 CHF | 99.73% | 99.73% |
08/07/2024 | 8.15% | 0.25 CHF | 0.26 CHF | 118,000 | 118,000 | 53,244 | 53,244 | 14,306 CHF | 15,274 CHF | 100.00% | 100.00% |
05/07/2024 | 7.79% | 0.27 CHF | 0.28 CHF | 118,000 | 118,000 | 52,340 | 52,340 | 14,508 CHF | 15,454 CHF | 99.81% | 99.81% |
04/07/2024 | 8.30% | 0.30 CHF | 0.32 CHF | 47,000 | 47,000 | 37,436 | 37,436 | 11,020 CHF | 11,922 CHF | 99.98% | 99.98% |
03/07/2024 | 7.18% | 0.29 CHF | 0.30 CHF | 116,000 | 116,000 | 52,040 | 52,040 | 16,207 CHF | 17,150 CHF | 99.98% | 99.98% |
02/07/2024 | 6.97% | 0.32 CHF | 0.33 CHF | 116,000 | 116,000 | 51,752 | 51,752 | 16,503 CHF | 17,441 CHF | 100.00% | 100.00% |