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 | 12.00% | 0.08 CHF | 0.09 CHF | 100,000 | 100,000 | 97,395 | 97,395 | 7,649 CHF | 8,623 CHF | 100.00% | 100.00% |
12/07/2024 | 10.61% | 0.09 CHF | 0.10 CHF | 100,000 | 100,000 | 97,397 | 97,397 | 8,704 CHF | 9,678 CHF | 100.00% | 100.00% |
11/07/2024 | 10.30% | 0.09 CHF | 0.10 CHF | 100,000 | 100,000 | 97,396 | 97,396 | 8,971 CHF | 9,945 CHF | 100.00% | 100.00% |
10/07/2024 | 12.24% | 0.08 CHF | 0.09 CHF | 100,000 | 100,000 | 98,092 | 98,092 | 7,530 CHF | 8,511 CHF | 100.00% | 100.00% |
09/07/2024 | 10.90% | 0.08 CHF | 0.09 CHF | 100,000 | 100,000 | 97,172 | 97,172 | 8,489 CHF | 9,463 CHF | 100.00% | 100.00% |
08/07/2024 | 11.37% | 0.08 CHF | 0.09 CHF | 100,000 | 100,000 | 97,228 | 97,228 | 8,100 CHF | 9,074 CHF | 100.00% | 100.00% |
05/07/2024 | 8.88% | 0.10 CHF | 0.11 CHF | 100,000 | 100,000 | 97,389 | 97,389 | 10,509 CHF | 11,483 CHF | 99.82% | 99.82% |
04/07/2024 | 7.36% | 0.13 CHF | 0.14 CHF | 100,000 | 100,000 | 97,381 | 97,381 | 12,736 CHF | 13,710 CHF | 99.50% | 99.50% |
03/07/2024 | 8.57% | 0.12 CHF | 0.13 CHF | 100,000 | 100,000 | 97,377 | 97,377 | 10,931 CHF | 11,905 CHF | 99.36% | 99.36% |
02/07/2024 | 11.66% | 0.08 CHF | 0.09 CHF | 110,000 | 110,000 | 105,806 | 105,806 | 8,539 CHF | 9,597 CHF | 100.00% | 100.00% |