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 | 12.64% | 0.07 CHF | 0.08 CHF | 130,000 | 26,000 | 130,000 | 26,000 | 9,640 CHF | 2,188 CHF | 100.00% | 100.00% |
12/07/2024 | 13.64% | 0.07 CHF | 0.08 CHF | 130,000 | 26,000 | 130,000 | 26,000 | 8,884 CHF | 2,037 CHF | 100.00% | 100.00% |
11/07/2024 | 13.66% | 0.07 CHF | 0.08 CHF | 130,000 | 26,000 | 130,000 | 26,000 | 8,871 CHF | 2,034 CHF | 100.00% | 100.00% |
10/07/2024 | 13.94% | 0.07 CHF | 0.08 CHF | 130,000 | 26,000 | 130,000 | 26,000 | 8,679 CHF | 1,996 CHF | 100.00% | 100.00% |
09/07/2024 | 14.71% | 0.06 CHF | 0.07 CHF | 130,000 | 26,000 | 129,708 | 25,942 | 8,204 CHF | 1,901 CHF | 100.00% | 100.00% |
08/07/2024 | 28.78% | 0.06 CHF | 0.07 CHF | 130,000 | 26,000 | 129,785 | 25,957 | 8,295 CHF | 2,219 CHF | 100.00% | 100.00% |
05/07/2024 | 31.60% | 0.06 CHF | 0.09 CHF | 130,000 | 26,000 | 130,000 | 26,000 | 8,062 CHF | 2,217 CHF | 100.00% | 100.00% |
04/07/2024 | 32.34% | 0.06 CHF | 0.08 CHF | 130,000 | 26,000 | 130,000 | 26,000 | 7,755 CHF | 2,149 CHF | 100.00% | 100.00% |
03/07/2024 | 32.34% | 0.06 CHF | 0.09 CHF | 130,000 | 26,000 | 130,000 | 26,000 | 7,753 CHF | 2,149 CHF | 100.00% | 100.00% |
02/07/2024 | 33.79% | 0.06 CHF | 0.08 CHF | 130,000 | 26,000 | 130,000 | 26,000 | 7,141 CHF | 2,008 CHF | 100.00% | 100.00% |