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 | 17.59% | 0.06 CHF | 0.07 CHF | 100,000 | 100,000 | 97,395 | 97,395 | 5,057 CHF | 6,031 CHF | 100.00% | 100.00% |
12/07/2024 | 15.05% | 0.06 CHF | 0.07 CHF | 100,000 | 100,000 | 97,397 | 97,397 | 5,989 CHF | 6,963 CHF | 100.00% | 100.00% |
11/07/2024 | 14.41% | 0.06 CHF | 0.07 CHF | 100,000 | 100,000 | 97,395 | 97,395 | 6,270 CHF | 7,244 CHF | 100.00% | 100.00% |
10/07/2024 | 15.80% | 0.06 CHF | 0.07 CHF | 100,000 | 100,000 | 98,092 | 98,092 | 5,721 CHF | 6,702 CHF | 100.00% | 100.00% |
09/07/2024 | 14.83% | 0.06 CHF | 0.07 CHF | 100,000 | 100,000 | 97,166 | 97,166 | 6,100 CHF | 7,074 CHF | 100.00% | 100.00% |
08/07/2024 | 15.16% | 0.06 CHF | 0.07 CHF | 100,000 | 100,000 | 97,224 | 97,224 | 5,951 CHF | 6,925 CHF | 99.99% | 99.99% |
05/07/2024 | 12.70% | 0.07 CHF | 0.08 CHF | 100,000 | 100,000 | 97,389 | 97,389 | 7,189 CHF | 8,163 CHF | 99.81% | 99.81% |
04/07/2024 | 11.32% | 0.09 CHF | 0.10 CHF | 100,000 | 100,000 | 97,381 | 97,381 | 8,119 CHF | 9,093 CHF | 99.49% | 99.49% |
03/07/2024 | 12.66% | 0.08 CHF | 0.09 CHF | 100,000 | 100,000 | 97,377 | 97,377 | 7,221 CHF | 8,195 CHF | 99.35% | 99.35% |
02/07/2024 | 15.53% | 0.06 CHF | 0.07 CHF | 110,000 | 110,000 | 105,806 | 105,806 | 6,278 CHF | 7,336 CHF | 100.00% | 100.00% |