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 | 7.79% | 0.12 CHF | 0.13 CHF | 130,000 | 26,000 | 130,000 | 26,000 | 16,046 CHF | 3,469 CHF | 100.00% | 100.00% |
12/07/2024 | 8.40% | 0.12 CHF | 0.13 CHF | 130,000 | 26,000 | 130,000 | 26,000 | 14,837 CHF | 3,227 CHF | 100.00% | 100.00% |
11/07/2024 | 8.42% | 0.12 CHF | 0.13 CHF | 130,000 | 26,000 | 130,000 | 26,000 | 14,798 CHF | 3,220 CHF | 100.00% | 100.00% |
10/07/2024 | 8.57% | 0.11 CHF | 0.12 CHF | 130,000 | 26,000 | 130,000 | 26,000 | 14,527 CHF | 3,165 CHF | 100.00% | 100.00% |
09/07/2024 | 8.99% | 0.11 CHF | 0.12 CHF | 130,000 | 26,000 | 129,709 | 25,942 | 13,846 CHF | 3,029 CHF | 100.00% | 100.00% |
08/07/2024 | 20.17% | 0.11 CHF | 0.12 CHF | 130,000 | 26,000 | 129,776 | 25,955 | 13,997 CHF | 3,430 CHF | 100.00% | 100.00% |
05/07/2024 | 22.78% | 0.11 CHF | 0.14 CHF | 130,000 | 26,000 | 130,000 | 26,000 | 13,661 CHF | 3,434 CHF | 100.00% | 100.00% |
04/07/2024 | 23.45% | 0.10 CHF | 0.12 CHF | 130,000 | 26,000 | 130,000 | 26,000 | 13,098 CHF | 3,315 CHF | 100.00% | 100.00% |
03/07/2024 | 23.38% | 0.10 CHF | 0.13 CHF | 130,000 | 26,000 | 130,000 | 26,000 | 13,050 CHF | 3,301 CHF | 100.00% | 100.00% |
02/07/2024 | 24.53% | 0.10 CHF | 0.12 CHF | 130,000 | 26,000 | 130,000 | 26,000 | 12,140 CHF | 3,106 CHF | 100.00% | 100.00% |