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 | 8.08% | 0.14 CHF | 0.15 CHF | 320,000 | 320,000 | 141,936 | 141,936 | 17,780 CHF | 19,206 CHF | 100.00% | 100.00% |
12/07/2024 | 7.97% | 0.13 CHF | 0.14 CHF | 320,000 | 320,000 | 141,932 | 141,932 | 17,714 CHF | 19,140 CHF | 100.00% | 100.00% |
11/07/2024 | 9.38% | 0.12 CHF | 0.13 CHF | 320,000 | 320,000 | 149,035 | 149,035 | 15,804 CHF | 17,301 CHF | 99.99% | 99.99% |
10/07/2024 | 10.80% | 0.10 CHF | 0.11 CHF | 330,000 | 330,000 | 151,791 | 151,791 | 13,982 CHF | 15,507 CHF | 100.00% | 100.00% |
09/07/2024 | 11.11% | 0.08 CHF | 0.09 CHF | 340,000 | 340,000 | 153,855 | 153,855 | 13,227 CHF | 14,775 CHF | 99.73% | 99.73% |
08/07/2024 | 9.91% | 0.09 CHF | 0.10 CHF | 330,000 | 330,000 | 150,411 | 150,411 | 14,710 CHF | 16,227 CHF | 99.27% | 99.27% |
05/07/2024 | 12.51% | 0.08 CHF | 0.09 CHF | 340,000 | 340,000 | 153,925 | 153,925 | 11,787 CHF | 13,333 CHF | 100.00% | 100.00% |
04/07/2024 | 11.80% | 0.08 CHF | 0.09 CHF | 140,000 | 140,000 | 111,339 | 111,339 | 8,850 CHF | 9,963 CHF | 99.61% | 99.61% |
03/07/2024 | 9.81% | 0.08 CHF | 0.09 CHF | 340,000 | 340,000 | 150,881 | 150,881 | 14,507 CHF | 16,022 CHF | 99.99% | 99.99% |
02/07/2024 | 9.50% | 0.10 CHF | 0.11 CHF | 330,000 | 330,000 | 148,739 | 148,739 | 15,137 CHF | 16,631 CHF | 99.99% | 99.99% |