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 | 11.22% | 0.09 CHF | 0.10 CHF | 430,000 | 430,000 | 428,228 | 428,228 | 36,075 CHF | 40,357 CHF | 100.00% | 100.00% |
12/07/2024 | 12.19% | 0.08 CHF | 0.09 CHF | 430,000 | 430,000 | 428,227 | 428,227 | 33,057 CHF | 37,339 CHF | 100.00% | 100.00% |
11/07/2024 | 11.04% | 0.10 CHF | 0.11 CHF | 430,000 | 430,000 | 427,958 | 427,958 | 36,882 CHF | 41,164 CHF | 99.99% | 99.99% |
10/07/2024 | 10.87% | 0.08 CHF | 0.09 CHF | 430,000 | 430,000 | 428,248 | 428,248 | 37,314 CHF | 41,596 CHF | 100.00% | 100.00% |
09/07/2024 | 9.81% | 0.10 CHF | 0.11 CHF | 440,000 | 440,000 | 432,065 | 432,065 | 42,043 CHF | 46,364 CHF | 100.00% | 100.00% |
08/07/2024 | 12.86% | 0.08 CHF | 0.09 CHF | 430,000 | 430,000 | 428,227 | 428,227 | 31,248 CHF | 35,530 CHF | 100.00% | 100.00% |
05/07/2024 | 11.63% | 0.09 CHF | 0.10 CHF | 430,000 | 430,000 | 428,227 | 428,227 | 34,754 CHF | 39,037 CHF | 100.00% | 100.00% |
04/07/2024 | 10.78% | 0.09 CHF | 0.10 CHF | 430,000 | 430,000 | 428,227 | 428,227 | 37,640 CHF | 41,923 CHF | 100.00% | 100.00% |
03/07/2024 | 9.33% | 0.09 CHF | 0.10 CHF | 430,000 | 430,000 | 433,925 | 433,925 | 44,498 CHF | 48,837 CHF | 100.00% | 100.00% |
02/07/2024 | 8.47% | 0.12 CHF | 0.13 CHF | 440,000 | 440,000 | 438,181 | 438,181 | 49,631 CHF | 54,013 CHF | 100.00% | 100.00% |