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 | 13.97% | 0.07 CHF | 0.08 CHF | 300,000 | 300,000 | 135,274 | 135,274 | 9,197 CHF | 10,556 CHF | 100.00% | 100.00% |
12/07/2024 | 14.17% | 0.07 CHF | 0.08 CHF | 300,000 | 300,000 | 135,227 | 135,227 | 8,987 CHF | 10,346 CHF | 100.00% | 100.00% |
11/07/2024 | 15.66% | 0.07 CHF | 0.08 CHF | 300,000 | 300,000 | 136,997 | 136,997 | 8,736 CHF | 10,112 CHF | 100.00% | 100.00% |
10/07/2024 | 16.11% | 0.05 CHF | 0.06 CHF | 310,000 | 310,000 | 136,966 | 136,966 | 7,917 CHF | 9,293 CHF | 100.00% | 100.00% |
09/07/2024 | 16.00% | 0.06 CHF | 0.07 CHF | 300,000 | 300,000 | 137,010 | 137,010 | 8,054 CHF | 9,432 CHF | 100.00% | 100.00% |
08/07/2024 | 15.03% | 0.06 CHF | 0.07 CHF | 310,000 | 310,000 | 136,749 | 136,749 | 8,478 CHF | 9,852 CHF | 99.74% | 99.74% |
05/07/2024 | 15.28% | 0.07 CHF | 0.08 CHF | 300,000 | 300,000 | 135,373 | 135,373 | 8,399 CHF | 9,759 CHF | 100.00% | 100.00% |
04/07/2024 | 14.36% | 0.06 CHF | 0.07 CHF | 120,000 | 120,000 | 98,732 | 98,732 | 6,373 CHF | 7,360 CHF | 100.00% | 100.00% |
03/07/2024 | 15.84% | 0.06 CHF | 0.07 CHF | 300,000 | 300,000 | 135,257 | 135,257 | 8,109 CHF | 9,467 CHF | 100.00% | 100.00% |
02/07/2024 | 17.38% | 0.06 CHF | 0.07 CHF | 300,000 | 300,000 | 136,986 | 136,986 | 7,647 CHF | 9,023 CHF | 99.88% | 99.88% |