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 | 15.99% | 0.06 CHF | 0.07 CHF | 600,000 | 600,000 | 265,224 | 265,224 | 15,563 CHF | 18,227 CHF | 100.00% | 100.00% |
12/07/2024 | 16.34% | 0.06 CHF | 0.07 CHF | 600,000 | 600,000 | 265,137 | 265,137 | 15,134 CHF | 17,797 CHF | 100.00% | 100.00% |
11/07/2024 | 17.98% | 0.06 CHF | 0.07 CHF | 600,000 | 600,000 | 272,245 | 272,245 | 14,846 CHF | 17,581 CHF | 100.00% | 100.00% |
10/07/2024 | 18.39% | 0.05 CHF | 0.06 CHF | 610,000 | 610,000 | 268,648 | 268,648 | 13,474 CHF | 16,173 CHF | 100.00% | 100.00% |
09/07/2024 | 18.18% | 0.05 CHF | 0.06 CHF | 600,000 | 600,000 | 266,771 | 266,771 | 13,621 CHF | 16,305 CHF | 100.00% | 100.00% |
08/07/2024 | 17.05% | 0.05 CHF | 0.06 CHF | 610,000 | 610,000 | 266,589 | 266,589 | 14,435 CHF | 17,115 CHF | 99.74% | 99.74% |
05/07/2024 | 17.28% | 0.06 CHF | 0.07 CHF | 600,000 | 600,000 | 265,325 | 265,325 | 14,403 CHF | 17,068 CHF | 100.00% | 100.00% |
04/07/2024 | 16.32% | 0.06 CHF | 0.07 CHF | 240,000 | 240,000 | 192,148 | 192,148 | 10,803 CHF | 12,724 CHF | 100.00% | 100.00% |
03/07/2024 | 17.89% | 0.05 CHF | 0.06 CHF | 600,000 | 600,000 | 265,211 | 265,211 | 13,917 CHF | 16,581 CHF | 100.00% | 100.00% |
02/07/2024 | 19.43% | 0.05 CHF | 0.06 CHF | 600,000 | 600,000 | 272,222 | 272,222 | 13,376 CHF | 16,111 CHF | 99.88% | 99.88% |