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 | 19.18% | 0.05 CHF | 0.06 CHF | 150,000 | 150,000 | 146,092 | 146,092 | 6,899 CHF | 8,360 CHF | 100.00% | 100.00% |
12/07/2024 | 15.72% | 0.06 CHF | 0.07 CHF | 150,000 | 150,000 | 146,096 | 146,096 | 8,568 CHF | 10,029 CHF | 100.00% | 100.00% |
11/07/2024 | 15.52% | 0.06 CHF | 0.07 CHF | 150,000 | 150,000 | 146,093 | 146,093 | 8,691 CHF | 10,152 CHF | 99.99% | 99.99% |
10/07/2024 | 15.72% | 0.06 CHF | 0.07 CHF | 150,000 | 150,000 | 146,091 | 146,091 | 8,584 CHF | 10,045 CHF | 100.00% | 100.00% |
09/07/2024 | 14.78% | 0.06 CHF | 0.07 CHF | 150,000 | 150,000 | 145,760 | 145,760 | 9,184 CHF | 10,645 CHF | 100.00% | 100.00% |
08/07/2024 | 14.13% | 0.06 CHF | 0.07 CHF | 150,000 | 150,000 | 145,842 | 145,842 | 9,636 CHF | 11,097 CHF | 100.00% | 100.00% |
05/07/2024 | 12.75% | 0.07 CHF | 0.08 CHF | 150,000 | 150,000 | 146,084 | 146,084 | 10,743 CHF | 12,204 CHF | 99.82% | 99.82% |
04/07/2024 | 13.81% | 0.07 CHF | 0.08 CHF | 150,000 | 150,000 | 146,072 | 146,072 | 9,853 CHF | 11,314 CHF | 99.50% | 99.50% |
03/07/2024 | 14.93% | 0.07 CHF | 0.08 CHF | 150,000 | 150,000 | 146,066 | 146,066 | 9,066 CHF | 10,527 CHF | 99.36% | 99.36% |
02/07/2024 | 20.32% | 0.05 CHF | 0.06 CHF | 150,000 | 150,000 | 155,419 | 155,419 | 6,880 CHF | 8,434 CHF | 100.00% | 100.00% |