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 | 15.17% | 0.16 CHF | 0.18 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 9,504 CHF | 11,064 CHF | 100.00% | 100.00% |
12/07/2024 | 15.09% | 0.16 CHF | 0.18 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 9,556 CHF | 11,116 CHF | 100.00% | 100.00% |
11/07/2024 | 15.19% | 0.15 CHF | 0.18 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 9,510 CHF | 11,070 CHF | 100.00% | 100.00% |
10/07/2024 | 15.82% | 0.16 CHF | 0.19 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 9,112 CHF | 10,672 CHF | 100.00% | 100.00% |
09/07/2024 | 14.23% | 0.16 CHF | 0.19 CHF | 60,000 | 60,000 | 59,869 | 59,869 | 10,238 CHF | 11,798 CHF | 100.00% | 100.00% |
08/07/2024 | 12.27% | 0.20 CHF | 0.23 CHF | 60,000 | 60,000 | 59,899 | 59,899 | 11,953 CHF | 13,513 CHF | 100.00% | 100.00% |
05/07/2024 | 12.00% | 0.20 CHF | 0.23 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 12,216 CHF | 13,776 CHF | 99.93% | 99.93% |
04/07/2024 | 12.00% | 0.20 CHF | 0.23 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 12,219 CHF | 13,779 CHF | 100.00% | 100.00% |
03/07/2024 | 11.19% | 0.22 CHF | 0.24 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 13,157 CHF | 14,717 CHF | 100.00% | 100.00% |
02/07/2024 | 13.18% | 0.24 CHF | 0.27 CHF | 60,000 | 60,000 | 54,736 | 54,736 | 13,489 CHF | 15,289 CHF | 100.00% | 100.00% |