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 | 16.65% | 0.05 CHF | 0.06 CHF | 260,000 | 260,000 | 252,430 | 252,430 | 13,918 CHF | 16,442 CHF | 99.97% | 99.97% |
12/07/2024 | 16.98% | 0.05 CHF | 0.06 CHF | 260,000 | 260,000 | 253,200 | 253,200 | 13,730 CHF | 16,262 CHF | 100.00% | 100.00% |
11/07/2024 | 16.40% | 0.06 CHF | 0.07 CHF | 250,000 | 250,000 | 251,469 | 251,469 | 14,159 CHF | 16,674 CHF | 99.99% | 99.99% |
10/07/2024 | 17.43% | 0.05 CHF | 0.06 CHF | 260,000 | 260,000 | 254,193 | 254,193 | 13,325 CHF | 15,867 CHF | 100.00% | 100.00% |
09/07/2024 | 15.95% | 0.05 CHF | 0.06 CHF | 250,000 | 250,000 | 249,126 | 249,126 | 14,500 CHF | 17,000 CHF | 100.00% | 100.00% |
08/07/2024 | 14.74% | 0.06 CHF | 0.07 CHF | 250,000 | 250,000 | 249,590 | 249,590 | 15,758 CHF | 18,258 CHF | 100.00% | 100.00% |
05/07/2024 | 14.23% | 0.07 CHF | 0.08 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 16,338 CHF | 18,838 CHF | 99.82% | 99.82% |
04/07/2024 | 16.23% | 0.06 CHF | 0.07 CHF | 250,000 | 250,000 | 251,277 | 251,277 | 14,229 CHF | 16,742 CHF | 99.50% | 99.50% |
03/07/2024 | 19.38% | 0.05 CHF | 0.06 CHF | 260,000 | 260,000 | 260,000 | 260,000 | 12,120 CHF | 14,720 CHF | 100.00% | 100.00% |
02/07/2024 | 23.95% | 0.04 CHF | 0.05 CHF | 260,000 | 260,000 | 267,608 | 267,608 | 9,868 CHF | 12,544 CHF | 100.00% | 100.00% |