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 | 9.04% | 10.52 % | 11.52 % | 100,000 | 100,000 | 100,000 | 100,000 | 10,612 CHF | 11,612 CHF | 98.49% | 98.49% |
12/07/2024 | 11.21% | 9.00 % | 10.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 8,430 CHF | 9,430 CHF | 55.32% | 55.32% |
11/07/2024 | 13.76% | 6.96 % | 7.96 % | 100,000 | 100,000 | 100,000 | 100,000 | 6,775 CHF | 7,775 CHF | 98.59% | 98.59% |
10/07/2024 | 15.67% | 5.88 % | 6.88 % | 100,000 | 100,000 | 100,000 | 100,000 | 5,890 CHF | 6,890 CHF | 89.68% | 89.68% |
09/07/2024 | 17.21% | 5.25 % | 6.25 % | 100,000 | 100,000 | 100,000 | 100,000 | 5,311 CHF | 6,311 CHF | 99.20% | 99.20% |
08/07/2024 | 15.58% | 5.81 % | 6.81 % | 100,000 | 100,000 | 100,000 | 100,000 | 5,921 CHF | 6,921 CHF | 98.38% | 98.38% |
05/07/2024 | 14.45% | 6.16 % | 7.16 % | 100,000 | 100,000 | 100,000 | 100,000 | 6,426 CHF | 7,426 CHF | 98.52% | 98.52% |
04/07/2024 | 14.13% | 6.61 % | 7.61 % | 100,000 | 100,000 | 100,000 | 100,000 | 6,578 CHF | 7,578 CHF | 96.99% | 96.99% |
03/07/2024 | 12.57% | 7.25 % | 8.25 % | 100,000 | 100,000 | 100,000 | 100,000 | 7,457 CHF | 8,457 CHF | 97.62% | 97.62% |
02/07/2024 | 12.50% | 7.64 % | 8.64 % | 100,000 | 100,000 | 100,000 | 100,000 | 7,504 CHF | 8,504 CHF | 99.90% | 99.90% |