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 | 14.69% | 0.06 CHF | 0.07 CHF | 600,000 | 600,000 | 600,000 | 600,000 | 37,855 CHF | 43,855 CHF | 100.00% | 100.00% |
12/07/2024 | 15.07% | 0.06 CHF | 0.07 CHF | 600,000 | 600,000 | 600,000 | 600,000 | 36,850 CHF | 42,850 CHF | 99.93% | 99.93% |
11/07/2024 | 15.70% | 0.07 CHF | 0.08 CHF | 600,000 | 600,000 | 600,000 | 600,000 | 35,864 CHF | 41,864 CHF | 99.02% | 99.02% |
10/07/2024 | 16.74% | 0.05 CHF | 0.06 CHF | 600,000 | 600,000 | 600,000 | 600,000 | 32,911 CHF | 38,911 CHF | 100.00% | 100.00% |
09/07/2024 | 16.27% | 0.06 CHF | 0.07 CHF | 600,000 | 600,000 | 597,998 | 597,998 | 33,998 CHF | 39,998 CHF | 100.00% | 100.00% |
08/07/2024 | 13.99% | 0.06 CHF | 0.07 CHF | 600,000 | 600,000 | 598,960 | 598,960 | 40,022 CHF | 46,022 CHF | 99.99% | 99.99% |
05/07/2024 | 14.88% | 0.06 CHF | 0.07 CHF | 600,000 | 600,000 | 600,000 | 600,000 | 37,340 CHF | 43,340 CHF | 99.81% | 99.81% |
04/07/2024 | 15.90% | 0.06 CHF | 0.07 CHF | 600,000 | 600,000 | 600,000 | 600,000 | 34,787 CHF | 40,787 CHF | 100.00% | 100.00% |
03/07/2024 | 17.25% | 0.06 CHF | 0.07 CHF | 600,000 | 600,000 | 600,000 | 600,000 | 31,889 CHF | 37,889 CHF | 99.95% | 99.95% |
02/07/2024 | 17.34% | 0.05 CHF | 0.06 CHF | 600,000 | 600,000 | 600,000 | 600,000 | 31,623 CHF | 37,623 CHF | 100.00% | 100.00% |