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 | 10.58% | 0.09 CHF | 0.10 CHF | 75,000 | 75,000 | 74,858 | 74,858 | 6,737 CHF | 7,486 CHF | 100.00% | 100.00% |
12/07/2024 | 10.36% | 0.09 CHF | 0.10 CHF | 75,000 | 75,000 | 74,863 | 74,863 | 6,885 CHF | 7,635 CHF | 100.00% | 100.00% |
11/07/2024 | 10.71% | 0.09 CHF | 0.10 CHF | 75,000 | 75,000 | 74,624 | 74,624 | 6,726 CHF | 7,474 CHF | 100.00% | 100.00% |
10/07/2024 | 11.54% | 0.09 CHF | 0.10 CHF | 75,000 | 75,000 | 74,863 | 74,863 | 6,158 CHF | 6,908 CHF | 100.00% | 100.00% |
09/07/2024 | 11.67% | 0.08 CHF | 0.09 CHF | 75,000 | 75,000 | 74,616 | 74,616 | 6,087 CHF | 6,837 CHF | 100.00% | 100.00% |
08/07/2024 | 11.79% | 0.08 CHF | 0.09 CHF | 75,000 | 75,000 | 74,733 | 74,733 | 6,014 CHF | 6,764 CHF | 100.00% | 100.00% |
05/07/2024 | 11.47% | 0.08 CHF | 0.09 CHF | 75,000 | 75,000 | 74,858 | 74,858 | 6,185 CHF | 6,935 CHF | 96.90% | 96.90% |
04/07/2024 | 11.49% | 0.08 CHF | 0.09 CHF | 37,500 | 37,500 | 66,724 | 66,724 | 5,488 CHF | 6,156 CHF | 100.00% | 100.00% |
03/07/2024 | 11.27% | 0.08 CHF | 0.09 CHF | 75,000 | 75,000 | 74,861 | 74,861 | 6,300 CHF | 7,050 CHF | 98.65% | 98.65% |
02/07/2024 | 10.40% | 0.09 CHF | 0.10 CHF | 75,000 | 75,000 | 74,862 | 74,862 | 6,856 CHF | 7,605 CHF | 100.00% | 100.00% |