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 | 21.09% | 0.04 CHF | 0.05 CHF | 230,000 | 230,000 | 230,000 | 230,000 | 9,761 CHF | 12,062 CHF | 100.00% | 100.00% |
12/07/2024 | 20.31% | 0.05 CHF | 0.06 CHF | 230,000 | 230,000 | 230,000 | 230,000 | 10,209 CHF | 12,509 CHF | 100.00% | 100.00% |
11/07/2024 | 20.72% | 0.04 CHF | 0.05 CHF | 230,000 | 230,000 | 230,000 | 230,000 | 9,958 CHF | 12,258 CHF | 100.00% | 100.00% |
10/07/2024 | 20.57% | 0.05 CHF | 0.06 CHF | 230,000 | 230,000 | 230,000 | 230,000 | 10,038 CHF | 12,338 CHF | 100.00% | 100.00% |
09/07/2024 | 22.03% | 0.04 CHF | 0.05 CHF | 230,000 | 230,000 | 232,757 | 232,757 | 9,448 CHF | 11,781 CHF | 100.00% | 100.00% |
08/07/2024 | 19.58% | 0.05 CHF | 0.06 CHF | 230,000 | 230,000 | 229,616 | 229,616 | 10,617 CHF | 12,917 CHF | 100.00% | 100.00% |
05/07/2024 | 19.77% | 0.04 CHF | 0.05 CHF | 230,000 | 230,000 | 230,000 | 230,000 | 10,492 CHF | 12,792 CHF | 99.82% | 99.82% |
04/07/2024 | 19.56% | 0.05 CHF | 0.06 CHF | 230,000 | 230,000 | 230,000 | 230,000 | 10,609 CHF | 12,909 CHF | 99.50% | 99.50% |
03/07/2024 | 18.65% | 0.05 CHF | 0.06 CHF | 230,000 | 230,000 | 230,000 | 230,000 | 11,186 CHF | 13,486 CHF | 99.36% | 99.36% |
02/07/2024 | 20.42% | 0.05 CHF | 0.06 CHF | 230,000 | 230,000 | 219,577 | 219,577 | 10,470 CHF | 12,689 CHF | 100.00% | 100.00% |