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 | 18.53% | 0.05 CHF | 0.06 CHF | 140,000 | 140,000 | 140,000 | 140,000 | 6,864 CHF | 8,264 CHF | 99.99% | 99.99% |
12/07/2024 | 18.35% | 0.05 CHF | 0.06 CHF | 140,000 | 140,000 | 140,000 | 140,000 | 6,936 CHF | 8,336 CHF | 100.00% | 100.00% |
11/07/2024 | 18.26% | 0.05 CHF | 0.06 CHF | 140,000 | 140,000 | 140,000 | 140,000 | 6,971 CHF | 8,371 CHF | 99.88% | 99.88% |
10/07/2024 | 16.84% | 0.05 CHF | 0.06 CHF | 140,000 | 140,000 | 140,000 | 140,000 | 7,621 CHF | 9,021 CHF | 100.00% | 100.00% |
09/07/2024 | 18.08% | 0.06 CHF | 0.07 CHF | 140,000 | 140,000 | 139,535 | 139,535 | 7,084 CHF | 8,484 CHF | 100.00% | 100.00% |
08/07/2024 | 19.63% | 0.05 CHF | 0.06 CHF | 140,000 | 140,000 | 139,770 | 139,770 | 6,452 CHF | 7,852 CHF | 98.67% | 98.67% |
05/07/2024 | 18.28% | 0.05 CHF | 0.06 CHF | 140,000 | 140,000 | 140,000 | 140,000 | 6,966 CHF | 8,366 CHF | 100.00% | 100.00% |
04/07/2024 | 16.88% | 0.05 CHF | 0.06 CHF | 140,000 | 140,000 | 140,000 | 140,000 | 7,597 CHF | 8,997 CHF | 99.85% | 99.85% |
03/07/2024 | 15.75% | 0.06 CHF | 0.07 CHF | 140,000 | 140,000 | 140,000 | 140,000 | 8,210 CHF | 9,610 CHF | 100.00% | 100.00% |
02/07/2024 | 11.84% | 0.07 CHF | 0.08 CHF | 140,000 | 140,000 | 140,000 | 140,000 | 11,134 CHF | 12,534 CHF | 100.00% | 100.00% |