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 | 11.68% | 0.08 CHF | 0.09 CHF | 600,000 | 600,000 | 265,225 | 265,225 | 21,863 CHF | 24,527 CHF | 100.00% | 100.00% |
12/07/2024 | 11.88% | 0.08 CHF | 0.09 CHF | 600,000 | 600,000 | 265,132 | 265,132 | 21,371 CHF | 24,034 CHF | 100.00% | 100.00% |
11/07/2024 | 13.04% | 0.08 CHF | 0.09 CHF | 600,000 | 600,000 | 272,243 | 272,243 | 20,992 CHF | 23,726 CHF | 100.00% | 100.00% |
10/07/2024 | 13.28% | 0.07 CHF | 0.08 CHF | 610,000 | 610,000 | 268,648 | 268,648 | 19,218 CHF | 21,917 CHF | 100.00% | 100.00% |
09/07/2024 | 13.10% | 0.07 CHF | 0.08 CHF | 600,000 | 600,000 | 266,767 | 266,767 | 19,402 CHF | 22,086 CHF | 100.00% | 100.00% |
08/07/2024 | 12.35% | 0.07 CHF | 0.08 CHF | 610,000 | 610,000 | 266,521 | 266,521 | 20,478 CHF | 23,158 CHF | 100.00% | 100.00% |
05/07/2024 | 12.44% | 0.08 CHF | 0.09 CHF | 600,000 | 600,000 | 265,345 | 265,345 | 20,514 CHF | 23,180 CHF | 100.00% | 100.00% |
04/07/2024 | 11.80% | 0.08 CHF | 0.09 CHF | 240,000 | 240,000 | 192,148 | 192,148 | 15,315 CHF | 17,237 CHF | 100.00% | 100.00% |
03/07/2024 | 12.89% | 0.08 CHF | 0.09 CHF | 600,000 | 600,000 | 265,212 | 265,212 | 19,877 CHF | 22,541 CHF | 100.00% | 100.00% |
02/07/2024 | 14.04% | 0.07 CHF | 0.08 CHF | 600,000 | 600,000 | 272,223 | 272,223 | 19,095 CHF | 21,830 CHF | 99.88% | 99.88% |