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 | 21.14% | 0.11 CHF | 0.14 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 6,600 CHF | 8,160 CHF | 100.00% | 100.00% |
12/07/2024 | 21.10% | 0.11 CHF | 0.14 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 6,615 CHF | 8,175 CHF | 100.00% | 100.00% |
11/07/2024 | 22.06% | 0.11 CHF | 0.13 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 6,291 CHF | 7,851 CHF | 100.00% | 100.00% |
10/07/2024 | 22.82% | 0.11 CHF | 0.13 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 6,063 CHF | 7,623 CHF | 100.00% | 100.00% |
09/07/2024 | 20.62% | 0.11 CHF | 0.13 CHF | 60,000 | 60,000 | 59,864 | 59,864 | 6,816 CHF | 8,376 CHF | 100.00% | 100.00% |
08/07/2024 | 18.22% | 0.13 CHF | 0.16 CHF | 60,000 | 60,000 | 59,901 | 59,901 | 7,792 CHF | 9,352 CHF | 100.00% | 100.00% |
05/07/2024 | 17.85% | 0.13 CHF | 0.16 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 7,959 CHF | 9,519 CHF | 99.93% | 99.93% |
04/07/2024 | 18.10% | 0.13 CHF | 0.15 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 7,840 CHF | 9,400 CHF | 100.00% | 100.00% |
03/07/2024 | 16.98% | 0.14 CHF | 0.17 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 8,409 CHF | 9,969 CHF | 100.00% | 100.00% |
02/07/2024 | 17.41% | 0.15 CHF | 0.18 CHF | 60,000 | 60,000 | 54,736 | 54,736 | 8,609 CHF | 10,169 CHF | 100.00% | 100.00% |