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 | 12.58% | 0.09 CHF | 0.10 CHF | 320,000 | 320,000 | 141,935 | 141,935 | 11,164 CHF | 12,590 CHF | 100.00% | 100.00% |
12/07/2024 | 12.33% | 0.08 CHF | 0.09 CHF | 320,000 | 320,000 | 141,917 | 141,917 | 11,188 CHF | 12,613 CHF | 99.99% | 99.99% |
11/07/2024 | 14.67% | 0.07 CHF | 0.08 CHF | 320,000 | 320,000 | 149,048 | 149,048 | 9,813 CHF | 11,310 CHF | 100.00% | 100.00% |
10/07/2024 | 17.05% | 0.06 CHF | 0.07 CHF | 330,000 | 330,000 | 151,790 | 151,790 | 8,560 CHF | 10,085 CHF | 100.00% | 100.00% |
09/07/2024 | 17.69% | 0.05 CHF | 0.06 CHF | 340,000 | 340,000 | 153,857 | 153,857 | 8,015 CHF | 9,563 CHF | 99.74% | 99.74% |
08/07/2024 | 15.48% | 0.05 CHF | 0.06 CHF | 330,000 | 330,000 | 150,406 | 150,406 | 9,111 CHF | 10,628 CHF | 99.27% | 99.27% |
05/07/2024 | 19.99% | 0.05 CHF | 0.06 CHF | 340,000 | 340,000 | 153,926 | 153,926 | 7,056 CHF | 8,602 CHF | 100.00% | 100.00% |
04/07/2024 | 18.83% | 0.05 CHF | 0.06 CHF | 140,000 | 140,000 | 111,354 | 111,354 | 5,344 CHF | 6,458 CHF | 99.54% | 99.54% |
03/07/2024 | 15.16% | 0.05 CHF | 0.06 CHF | 340,000 | 340,000 | 150,905 | 150,905 | 9,054 CHF | 10,569 CHF | 100.00% | 100.00% |
02/07/2024 | 14.61% | 0.06 CHF | 0.07 CHF | 330,000 | 330,000 | 148,739 | 148,739 | 9,535 CHF | 11,029 CHF | 99.99% | 99.99% |