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 | 19.57% | 0.05 CHF | 0.06 CHF | 160,000 | 160,000 | 160,000 | 160,000 | 7,384 CHF | 8,984 CHF | 100.00% | 100.00% |
12/07/2024 | 19.65% | 0.05 CHF | 0.06 CHF | 160,000 | 160,000 | 160,000 | 160,000 | 7,354 CHF | 8,954 CHF | 100.00% | 100.00% |
11/07/2024 | 18.62% | 0.05 CHF | 0.06 CHF | 160,000 | 160,000 | 160,000 | 160,000 | 7,807 CHF | 9,407 CHF | 99.99% | 99.99% |
10/07/2024 | 22.99% | 0.04 CHF | 0.05 CHF | 160,000 | 160,000 | 160,000 | 160,000 | 6,173 CHF | 7,773 CHF | 100.00% | 100.00% |
09/07/2024 | 22.02% | 0.04 CHF | 0.05 CHF | 160,000 | 160,000 | 159,427 | 159,427 | 6,495 CHF | 8,095 CHF | 100.00% | 100.00% |
08/07/2024 | 19.35% | 0.04 CHF | 0.05 CHF | 160,000 | 160,000 | 159,724 | 159,724 | 7,490 CHF | 9,090 CHF | 100.00% | 100.00% |
05/07/2024 | 16.91% | 0.05 CHF | 0.06 CHF | 160,000 | 160,000 | 160,000 | 160,000 | 8,677 CHF | 10,277 CHF | 100.00% | 100.00% |
04/07/2024 | 17.66% | 0.05 CHF | 0.06 CHF | 160,000 | 160,000 | 160,000 | 160,000 | 8,265 CHF | 9,865 CHF | 100.00% | 100.00% |
03/07/2024 | 18.93% | 0.05 CHF | 0.06 CHF | 160,000 | 160,000 | 160,000 | 160,000 | 7,662 CHF | 9,262 CHF | 100.00% | 100.00% |
02/07/2024 | 23.59% | 0.04 CHF | 0.05 CHF | 160,000 | 160,000 | 160,000 | 160,000 | 5,997 CHF | 7,597 CHF | 100.00% | 100.00% |