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 | 15.06% | 0.07 CHF | 0.08 CHF | 310,000 | 310,000 | 139,791 | 139,791 | 10,214 CHF | 11,789 CHF | 99.94% | 99.94% |
12/07/2024 | 13.89% | 0.07 CHF | 0.08 CHF | 310,000 | 310,000 | 137,400 | 137,400 | 11,030 CHF | 12,581 CHF | 99.85% | 99.85% |
11/07/2024 | 13.00% | 0.10 CHF | 0.11 CHF | 300,000 | 300,000 | 135,405 | 135,405 | 12,534 CHF | 14,099 CHF | 99.82% | 99.82% |
10/07/2024 | 12.65% | 0.09 CHF | 0.10 CHF | 300,000 | 300,000 | 135,371 | 135,371 | 12,488 CHF | 14,019 CHF | 100.00% | 100.00% |
09/07/2024 | 12.14% | 0.10 CHF | 0.11 CHF | 300,000 | 300,000 | 135,202 | 135,202 | 14,423 CHF | 16,097 CHF | 99.73% | 99.73% |
08/07/2024 | 12.31% | 0.14 CHF | 0.15 CHF | 290,000 | 290,000 | 133,386 | 133,386 | 15,774 CHF | 17,428 CHF | 99.78% | 99.78% |
05/07/2024 | 12.91% | 0.10 CHF | 0.11 CHF | 300,000 | 300,000 | 135,612 | 135,612 | 12,975 CHF | 14,592 CHF | 99.69% | 99.69% |
04/07/2024 | 12.13% | 0.10 CHF | 0.11 CHF | 120,000 | 120,000 | 98,724 | 98,724 | 10,028 CHF | 11,271 CHF | 99.95% | 99.95% |
03/07/2024 | 12.27% | 0.10 CHF | 0.11 CHF | 300,000 | 300,000 | 135,266 | 135,266 | 13,861 CHF | 15,533 CHF | 99.74% | 99.74% |
02/07/2024 | 11.77% | 0.12 CHF | 0.13 CHF | 300,000 | 300,000 | 134,432 | 134,432 | 15,879 CHF | 17,572 CHF | 99.99% | 99.99% |