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 | 18.27% | 0.13 CHF | 0.15 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 7,761 CHF | 9,321 CHF | 100.00% | 100.00% |
12/07/2024 | 17.96% | 0.13 CHF | 0.15 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 7,909 CHF | 9,469 CHF | 100.00% | 100.00% |
11/07/2024 | 23.20% | 0.12 CHF | 0.14 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 5,985 CHF | 7,545 CHF | 100.00% | 100.00% |
10/07/2024 | 23.02% | 0.09 CHF | 0.12 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 6,002 CHF | 7,562 CHF | 100.00% | 100.00% |
09/07/2024 | 21.68% | 0.09 CHF | 0.12 CHF | 60,000 | 60,000 | 59,865 | 59,865 | 6,516 CHF | 8,076 CHF | 100.00% | 100.00% |
08/07/2024 | 16.42% | 0.15 CHF | 0.17 CHF | 60,000 | 60,000 | 59,900 | 59,900 | 8,732 CHF | 10,292 CHF | 100.00% | 100.00% |
05/07/2024 | 15.21% | 0.15 CHF | 0.17 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 9,511 CHF | 11,071 CHF | 99.93% | 99.93% |
04/07/2024 | 15.88% | 0.15 CHF | 0.18 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 9,043 CHF | 10,603 CHF | 100.00% | 100.00% |
03/07/2024 | 17.07% | 0.17 CHF | 0.20 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 8,559 CHF | 10,119 CHF | 100.00% | 100.00% |
02/07/2024 | 15.77% | 0.17 CHF | 0.19 CHF | 60,000 | 60,000 | 54,736 | 54,736 | 9,690 CHF | 11,250 CHF | 100.00% | 100.00% |