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 | 11.64% | 0.08 CHF | 0.09 CHF | 880,000 | 880,000 | 388,351 | 388,351 | 32,396 CHF | 36,299 CHF | 100.00% | 100.00% |
12/07/2024 | 9.86% | 0.10 CHF | 0.11 CHF | 880,000 | 880,000 | 361,416 | 361,416 | 35,658 CHF | 39,288 CHF | 99.89% | 99.89% |
11/07/2024 | 12.11% | 0.09 CHF | 0.10 CHF | 880,000 | 880,000 | 388,460 | 388,460 | 31,628 CHF | 35,530 CHF | 99.99% | 99.99% |
10/07/2024 | 13.97% | 0.07 CHF | 0.08 CHF | 880,000 | 880,000 | 388,595 | 388,595 | 27,307 CHF | 31,211 CHF | 100.00% | 100.00% |
09/07/2024 | 15.87% | 0.07 CHF | 0.08 CHF | 880,000 | 880,000 | 387,950 | 387,950 | 23,420 CHF | 27,323 CHF | 100.00% | 100.00% |
08/07/2024 | 16.96% | 0.05 CHF | 0.06 CHF | 880,000 | 880,000 | 388,220 | 388,220 | 21,419 CHF | 25,322 CHF | 100.00% | 100.00% |
05/07/2024 | 15.32% | 0.06 CHF | 0.07 CHF | 880,000 | 880,000 | 388,541 | 388,541 | 23,568 CHF | 27,473 CHF | 99.90% | 99.90% |
04/07/2024 | 14.17% | 0.06 CHF | 0.07 CHF | 350,000 | 350,000 | 280,880 | 280,880 | 18,420 CHF | 21,229 CHF | 100.00% | 100.00% |
03/07/2024 | 15.53% | 0.07 CHF | 0.08 CHF | 880,000 | 880,000 | 388,540 | 388,540 | 24,372 CHF | 28,275 CHF | 100.00% | 100.00% |
02/07/2024 | 18.26% | 0.05 CHF | 0.06 CHF | 880,000 | 880,000 | 389,043 | 389,043 | 19,991 CHF | 23,899 CHF | 100.00% | 100.00% |