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 | 12.52% | 0.19 CHF | 0.22 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 11,680 CHF | 13,240 CHF | 100.00% | 100.00% |
12/07/2024 | 12.26% | 0.19 CHF | 0.22 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 11,955 CHF | 13,515 CHF | 100.00% | 100.00% |
11/07/2024 | 16.67% | 0.17 CHF | 0.19 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 8,650 CHF | 10,210 CHF | 100.00% | 100.00% |
10/07/2024 | 16.67% | 0.14 CHF | 0.16 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 8,584 CHF | 10,144 CHF | 100.00% | 100.00% |
09/07/2024 | 14.62% | 0.15 CHF | 0.18 CHF | 60,000 | 60,000 | 59,864 | 59,864 | 9,952 CHF | 11,512 CHF | 100.00% | 100.00% |
08/07/2024 | 11.30% | 0.22 CHF | 0.24 CHF | 60,000 | 60,000 | 59,894 | 59,894 | 13,128 CHF | 14,698 CHF | 100.00% | 100.00% |
05/07/2024 | 11.96% | 0.22 CHF | 0.25 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 13,661 CHF | 15,400 CHF | 99.93% | 99.93% |
04/07/2024 | 12.55% | 0.22 CHF | 0.25 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 13,289 CHF | 15,069 CHF | 100.00% | 100.00% |
03/07/2024 | 11.31% | 0.25 CHF | 0.28 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 13,816 CHF | 15,470 CHF | 100.00% | 100.00% |
02/07/2024 | 11.41% | 0.28 CHF | 0.31 CHF | 60,000 | 60,000 | 54,736 | 54,736 | 15,896 CHF | 17,696 CHF | 100.00% | 100.00% |