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 | 14.25% | 0.07 CHF | 0.08 CHF | 380,000 | 380,000 | 377,745 | 377,745 | 25,072 CHF | 28,853 CHF | 99.78% | 99.78% |
12/07/2024 | 13.69% | 0.07 CHF | 0.08 CHF | 380,000 | 380,000 | 380,661 | 380,661 | 26,410 CHF | 30,221 CHF | 100.00% | 100.00% |
11/07/2024 | 14.43% | 0.07 CHF | 0.08 CHF | 390,000 | 390,000 | 386,079 | 386,079 | 25,312 CHF | 29,177 CHF | 100.00% | 100.00% |
10/07/2024 | 15.89% | 0.07 CHF | 0.08 CHF | 390,000 | 390,000 | 391,589 | 391,589 | 23,228 CHF | 27,148 CHF | 100.00% | 100.00% |
09/07/2024 | 14.95% | 0.06 CHF | 0.07 CHF | 390,000 | 390,000 | 385,950 | 385,950 | 24,436 CHF | 28,308 CHF | 100.00% | 100.00% |
08/07/2024 | 14.37% | 0.07 CHF | 0.08 CHF | 390,000 | 390,000 | 385,429 | 385,429 | 25,442 CHF | 29,307 CHF | 100.00% | 100.00% |
05/07/2024 | 13.00% | 0.07 CHF | 0.08 CHF | 390,000 | 390,000 | 385,171 | 385,171 | 28,281 CHF | 32,137 CHF | 99.81% | 99.81% |
04/07/2024 | 13.09% | 0.07 CHF | 0.08 CHF | 390,000 | 390,000 | 385,727 | 385,727 | 28,071 CHF | 31,933 CHF | 99.49% | 99.49% |
03/07/2024 | 13.84% | 0.07 CHF | 0.08 CHF | 390,000 | 390,000 | 386,051 | 386,051 | 26,453 CHF | 30,317 CHF | 99.35% | 99.35% |
02/07/2024 | 15.72% | 0.06 CHF | 0.07 CHF | 400,000 | 400,000 | 395,974 | 395,974 | 23,654 CHF | 27,618 CHF | 100.00% | 100.00% |