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 | 21.78% | 0.03 CHF | 0.04 CHF | 280,000 | 280,000 | 279,730 | 279,730 | 11,611 CHF | 14,409 CHF | 100.00% | 100.00% |
12/07/2024 | 21.22% | 0.05 CHF | 0.06 CHF | 280,000 | 280,000 | 280,000 | 280,000 | 11,845 CHF | 14,645 CHF | 100.00% | 100.00% |
11/07/2024 | 18.16% | 0.05 CHF | 0.06 CHF | 280,000 | 280,000 | 280,000 | 280,000 | 14,035 CHF | 16,835 CHF | 99.98% | 99.98% |
10/07/2024 | 18.05% | 0.05 CHF | 0.06 CHF | 280,000 | 280,000 | 280,000 | 280,000 | 14,120 CHF | 16,920 CHF | 100.00% | 100.00% |
09/07/2024 | 17.15% | 0.05 CHF | 0.06 CHF | 280,000 | 280,000 | 279,293 | 279,293 | 14,982 CHF | 17,782 CHF | 100.00% | 100.00% |
08/07/2024 | 14.90% | 0.06 CHF | 0.07 CHF | 280,000 | 280,000 | 279,332 | 279,332 | 17,414 CHF | 20,212 CHF | 100.00% | 100.00% |
05/07/2024 | 14.66% | 0.06 CHF | 0.07 CHF | 280,000 | 280,000 | 273,473 | 273,473 | 17,300 CHF | 20,035 CHF | 100.00% | 100.00% |
04/07/2024 | 17.58% | 0.05 CHF | 0.06 CHF | 280,000 | 280,000 | 280,000 | 280,000 | 14,553 CHF | 17,353 CHF | 100.00% | 100.00% |
03/07/2024 | 16.31% | 0.06 CHF | 0.07 CHF | 280,000 | 280,000 | 279,967 | 279,967 | 15,781 CHF | 18,581 CHF | 100.00% | 100.00% |
02/07/2024 | 19.11% | 0.05 CHF | 0.06 CHF | 280,000 | 280,000 | 278,718 | 278,718 | 13,202 CHF | 15,989 CHF | 100.00% | 100.00% |