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 | 23.15% | 0.04 CHF | 0.05 CHF | 370,000 | 370,000 | 119,840 | 119,840 | 4,747 CHF | 5,951 CHF | 98.88% | 98.88% |
12/07/2024 | 21.72% | 0.04 CHF | 0.05 CHF | 370,000 | 370,000 | 118,850 | 118,850 | 5,046 CHF | 6,240 CHF | 100.00% | 100.00% |
11/07/2024 | 16.34% | 0.05 CHF | 0.06 CHF | 360,000 | 360,000 | 116,247 | 116,247 | 6,765 CHF | 7,942 CHF | 99.99% | 99.99% |
10/07/2024 | 15.51% | 0.05 CHF | 0.06 CHF | 360,000 | 360,000 | 117,263 | 117,263 | 6,976 CHF | 8,154 CHF | 99.90% | 99.90% |
09/07/2024 | 15.10% | 0.07 CHF | 0.08 CHF | 350,000 | 350,000 | 115,005 | 115,005 | 7,815 CHF | 8,973 CHF | 99.98% | 99.98% |
08/07/2024 | 15.66% | 0.06 CHF | 0.07 CHF | 360,000 | 360,000 | 117,120 | 117,120 | 7,230 CHF | 8,408 CHF | 99.98% | 99.98% |
05/07/2024 | 14.98% | 0.06 CHF | 0.07 CHF | 360,000 | 360,000 | 117,431 | 117,431 | 7,286 CHF | 8,464 CHF | 99.71% | 99.71% |
04/07/2024 | 14.88% | 0.06 CHF | 0.07 CHF | 80,000 | 80,000 | 58,816 | 58,816 | 3,634 CHF | 4,222 CHF | 94.02% | 94.02% |
03/07/2024 | 13.53% | 0.06 CHF | 0.07 CHF | 360,000 | 360,000 | 112,883 | 112,883 | 7,813 CHF | 8,947 CHF | 99.52% | 99.52% |
02/07/2024 | 15.91% | 0.07 CHF | 0.08 CHF | 350,000 | 350,000 | 114,875 | 114,875 | 7,347 CHF | 8,501 CHF | 100.00% | 100.00% |