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 | 14.58% | 0.07 CHF | 0.08 CHF | 370,000 | 370,000 | 119,849 | 119,849 | 7,904 CHF | 9,108 CHF | 98.86% | 98.86% |
12/07/2024 | 13.87% | 0.07 CHF | 0.08 CHF | 370,000 | 370,000 | 118,852 | 118,852 | 8,254 CHF | 9,448 CHF | 100.00% | 100.00% |
11/07/2024 | 10.99% | 0.08 CHF | 0.09 CHF | 360,000 | 360,000 | 116,202 | 116,202 | 10,431 CHF | 11,608 CHF | 99.97% | 99.97% |
10/07/2024 | 10.34% | 0.08 CHF | 0.09 CHF | 360,000 | 360,000 | 117,264 | 117,264 | 10,824 CHF | 12,002 CHF | 99.90% | 99.90% |
09/07/2024 | 10.14% | 0.11 CHF | 0.12 CHF | 350,000 | 350,000 | 115,003 | 115,003 | 11,886 CHF | 13,043 CHF | 99.98% | 99.98% |
08/07/2024 | 10.36% | 0.09 CHF | 0.10 CHF | 360,000 | 360,000 | 117,097 | 117,097 | 11,193 CHF | 12,371 CHF | 99.98% | 99.98% |
05/07/2024 | 10.01% | 0.10 CHF | 0.11 CHF | 360,000 | 360,000 | 117,431 | 117,431 | 11,250 CHF | 12,428 CHF | 99.71% | 99.71% |
04/07/2024 | 9.90% | 0.09 CHF | 0.10 CHF | 80,000 | 80,000 | 58,816 | 58,816 | 5,602 CHF | 6,190 CHF | 94.02% | 94.02% |
03/07/2024 | 9.11% | 0.10 CHF | 0.11 CHF | 360,000 | 360,000 | 112,892 | 112,892 | 11,914 CHF | 13,049 CHF | 99.52% | 99.52% |
02/07/2024 | 10.60% | 0.10 CHF | 0.11 CHF | 350,000 | 350,000 | 114,840 | 114,840 | 11,247 CHF | 12,401 CHF | 99.98% | 99.98% |