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 | 24.99% | 0.09 CHF | 0.12 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 5,464 CHF | 7,024 CHF | 100.00% | 100.00% |
12/07/2024 | 24.66% | 0.09 CHF | 0.12 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 5,547 CHF | 7,107 CHF | 100.00% | 100.00% |
11/07/2024 | 29.63% | 0.08 CHF | 0.11 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 4,500 CHF | 6,060 CHF | 100.00% | 100.00% |
10/07/2024 | 29.61% | 0.07 CHF | 0.10 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 4,490 CHF | 6,050 CHF | 100.00% | 100.00% |
09/07/2024 | 29.08% | 0.06 CHF | 0.09 CHF | 60,000 | 60,000 | 59,861 | 59,861 | 4,668 CHF | 6,228 CHF | 100.00% | 100.00% |
08/07/2024 | 22.69% | 0.10 CHF | 0.13 CHF | 60,000 | 60,000 | 59,898 | 59,898 | 6,104 CHF | 7,664 CHF | 100.00% | 100.00% |
05/07/2024 | 20.58% | 0.10 CHF | 0.13 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 6,853 CHF | 8,413 CHF | 99.93% | 99.93% |
04/07/2024 | 22.20% | 0.10 CHF | 0.13 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 6,249 CHF | 7,809 CHF | 100.00% | 100.00% |
03/07/2024 | 25.81% | 0.12 CHF | 0.14 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 5,484 CHF | 7,044 CHF | 100.00% | 100.00% |
02/07/2024 | 25.79% | 0.09 CHF | 0.12 CHF | 60,000 | 60,000 | 54,736 | 54,736 | 5,534 CHF | 7,094 CHF | 99.99% | 99.99% |