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 | 11.21% | 0.09 CHF | 0.10 CHF | 380,000 | 380,000 | 189,741 | 189,741 | 16,398 CHF | 18,303 CHF | 99.06% | 99.06% |
12/07/2024 | 14.17% | 0.08 CHF | 0.09 CHF | 380,000 | 380,000 | 190,725 | 190,725 | 13,492 CHF | 15,407 CHF | 100.00% | 100.00% |
11/07/2024 | 11.27% | 0.07 CHF | 0.08 CHF | 400,000 | 400,000 | 190,765 | 190,765 | 16,237 CHF | 18,163 CHF | 99.99% | 99.99% |
10/07/2024 | 10.88% | 0.09 CHF | 0.10 CHF | 380,000 | 380,000 | 188,663 | 188,663 | 16,892 CHF | 18,791 CHF | 100.00% | 100.00% |
09/07/2024 | 10.12% | 0.08 CHF | 0.09 CHF | 400,000 | 400,000 | 192,901 | 192,901 | 18,077 CHF | 20,017 CHF | 98.82% | 98.82% |
08/07/2024 | 15.98% | 0.07 CHF | 0.08 CHF | 400,000 | 400,000 | 192,771 | 192,771 | 12,445 CHF | 14,403 CHF | 100.00% | 100.00% |
05/07/2024 | 24.02% | 0.05 CHF | 0.06 CHF | 420,000 | 420,000 | 206,053 | 206,053 | 7,854 CHF | 9,921 CHF | 98.97% | 98.97% |
04/07/2024 | 23.78% | 0.04 CHF | 0.05 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 5,561 CHF | 7,061 CHF | 99.44% | 99.44% |
03/07/2024 | 25.01% | 0.04 CHF | 0.05 CHF | 420,000 | 420,000 | 205,630 | 205,630 | 7,380 CHF | 9,445 CHF | 99.64% | 99.64% |
02/07/2024 | 25.77% | 0.03 CHF | 0.04 CHF | 440,000 | 440,000 | 215,751 | 215,751 | 7,513 CHF | 9,679 CHF | 100.00% | 100.00% |