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 | 17.98% | 0.05 CHF | 0.06 CHF | 80,000 | 80,000 | 80,000 | 80,000 | 4,056 CHF | 4,856 CHF | 100.00% | 100.00% |
12/07/2024 | 17.68% | 0.05 CHF | 0.06 CHF | 80,000 | 80,000 | 80,000 | 80,000 | 4,131 CHF | 4,931 CHF | 100.00% | 100.00% |
11/07/2024 | 16.60% | 0.06 CHF | 0.07 CHF | 80,000 | 80,000 | 80,000 | 80,000 | 4,429 CHF | 5,229 CHF | 99.99% | 99.99% |
10/07/2024 | 20.63% | 0.05 CHF | 0.06 CHF | 80,000 | 80,000 | 80,000 | 80,000 | 3,487 CHF | 4,287 CHF | 100.00% | 100.00% |
09/07/2024 | 19.36% | 0.05 CHF | 0.06 CHF | 80,000 | 80,000 | 79,713 | 79,713 | 3,750 CHF | 4,550 CHF | 100.00% | 100.00% |
08/07/2024 | 16.75% | 0.05 CHF | 0.06 CHF | 80,000 | 80,000 | 79,861 | 79,861 | 4,388 CHF | 5,188 CHF | 99.99% | 99.99% |
05/07/2024 | 14.43% | 0.06 CHF | 0.07 CHF | 80,000 | 80,000 | 80,000 | 80,000 | 5,152 CHF | 5,952 CHF | 100.00% | 100.00% |
04/07/2024 | 15.22% | 0.06 CHF | 0.07 CHF | 80,000 | 80,000 | 80,000 | 80,000 | 4,860 CHF | 5,660 CHF | 100.00% | 100.00% |
03/07/2024 | 16.58% | 0.06 CHF | 0.07 CHF | 80,000 | 80,000 | 80,000 | 80,000 | 4,431 CHF | 5,231 CHF | 100.00% | 100.00% |
02/07/2024 | 21.00% | 0.05 CHF | 0.06 CHF | 80,000 | 80,000 | 80,000 | 80,000 | 3,420 CHF | 4,220 CHF | 100.00% | 100.00% |