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 | 13.58% | 0.06 CHF | 0.07 CHF | 230,000 | 230,000 | 227,680 | 227,680 | 15,964 CHF | 18,244 CHF | 100.00% | 100.00% |
12/07/2024 | 10.52% | 0.10 CHF | 0.11 CHF | 230,000 | 230,000 | 227,624 | 227,624 | 20,953 CHF | 23,231 CHF | 100.00% | 100.00% |
11/07/2024 | 12.66% | 0.09 CHF | 0.10 CHF | 230,000 | 230,000 | 227,688 | 227,688 | 17,232 CHF | 19,511 CHF | 100.00% | 100.00% |
10/07/2024 | 16.84% | 0.07 CHF | 0.08 CHF | 230,000 | 230,000 | 234,850 | 234,850 | 13,382 CHF | 15,733 CHF | 100.00% | 100.00% |
09/07/2024 | 19.56% | 0.05 CHF | 0.06 CHF | 240,000 | 240,000 | 237,055 | 237,055 | 11,229 CHF | 13,607 CHF | 100.00% | 100.00% |
08/07/2024 | 19.63% | 0.04 CHF | 0.05 CHF | 240,000 | 240,000 | 237,169 | 237,169 | 11,144 CHF | 13,522 CHF | 99.99% | 99.99% |
05/07/2024 | 16.32% | 0.05 CHF | 0.06 CHF | 240,000 | 240,000 | 237,581 | 237,581 | 13,731 CHF | 16,109 CHF | 99.82% | 99.82% |
04/07/2024 | 16.56% | 0.06 CHF | 0.07 CHF | 240,000 | 240,000 | 237,573 | 237,573 | 13,461 CHF | 15,839 CHF | 99.50% | 99.50% |
03/07/2024 | 14.28% | 0.06 CHF | 0.07 CHF | 240,000 | 240,000 | 237,570 | 237,570 | 15,740 CHF | 18,119 CHF | 99.35% | 99.35% |
02/07/2024 | 16.57% | 0.06 CHF | 0.07 CHF | 240,000 | 240,000 | 237,585 | 237,585 | 13,405 CHF | 15,783 CHF | 100.00% | 100.00% |