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 | 10.32% | 0.10 CHF | 0.11 CHF | 300,000 | 300,000 | 135,274 | 135,274 | 12,720 CHF | 14,078 CHF | 100.00% | 100.00% |
12/07/2024 | 10.46% | 0.09 CHF | 0.10 CHF | 300,000 | 300,000 | 135,228 | 135,228 | 12,428 CHF | 13,787 CHF | 100.00% | 100.00% |
11/07/2024 | 11.61% | 0.09 CHF | 0.10 CHF | 300,000 | 300,000 | 136,965 | 136,965 | 12,031 CHF | 13,407 CHF | 99.98% | 99.98% |
10/07/2024 | 11.86% | 0.08 CHF | 0.09 CHF | 310,000 | 310,000 | 136,966 | 136,966 | 11,032 CHF | 12,408 CHF | 100.00% | 100.00% |
09/07/2024 | 11.73% | 0.08 CHF | 0.09 CHF | 300,000 | 300,000 | 137,011 | 137,011 | 11,241 CHF | 12,620 CHF | 100.00% | 100.00% |
08/07/2024 | 10.99% | 0.08 CHF | 0.09 CHF | 310,000 | 310,000 | 136,683 | 136,683 | 11,869 CHF | 13,243 CHF | 100.00% | 100.00% |
05/07/2024 | 11.13% | 0.09 CHF | 0.10 CHF | 300,000 | 300,000 | 135,370 | 135,370 | 11,791 CHF | 13,150 CHF | 100.00% | 100.00% |
04/07/2024 | 10.52% | 0.09 CHF | 0.10 CHF | 120,000 | 120,000 | 98,732 | 98,732 | 8,884 CHF | 9,871 CHF | 100.00% | 100.00% |
03/07/2024 | 11.58% | 0.09 CHF | 0.10 CHF | 300,000 | 300,000 | 135,266 | 135,266 | 11,369 CHF | 12,728 CHF | 100.00% | 100.00% |
02/07/2024 | 12.66% | 0.08 CHF | 0.09 CHF | 300,000 | 300,000 | 136,987 | 136,987 | 10,755 CHF | 12,131 CHF | 99.88% | 99.88% |