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 | 0.77% | 12.90 CHF | 13.00 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 129,001 CHF | 130,000 CHF | 88.37% | 88.37% |
12/07/2024 | 0.77% | 12.90 CHF | 13.00 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 129,000 CHF | 129,995 CHF | 98.67% | 98.67% |
11/07/2024 | 0.77% | 12.90 CHF | 13.00 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 129,000 CHF | 130,000 CHF | 99.07% | 99.07% |
10/07/2024 | 0.77% | 12.90 CHF | 13.00 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 129,000 CHF | 129,995 CHF | 100.00% | 100.00% |
09/07/2024 | 0.74% | 12.90 CHF | 13.00 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 129,000 CHF | 129,958 CHF | 100.00% | 100.00% |
08/07/2024 | 0.77% | 12.90 CHF | 13.00 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 129,000 CHF | 130,000 CHF | 94.89% | 94.89% |
05/07/2024 | 0.69% | 12.90 CHF | 13.00 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 129,101 CHF | 130,000 CHF | 71.19% | 71.19% |
04/07/2024 | 1.21% | 12.90 CHF | 13.00 CHF | 10,000 | 10,000 | 5,372 | 5,372 | 69,123 CHF | 69,945 CHF | 100.00% | 100.00% |
03/07/2024 | 1.25% | 12.88 CHF | 13.04 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 64,390 CHF | 65,200 CHF | 91.49% | 91.49% |
02/07/2024 | 1.25% | 12.86 CHF | 13.02 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 64,288 CHF | 65,100 CHF | 100.00% | 100.00% |