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 | 11.95% | 0.14 CHF | 0.15 CHF | 176,000 | 176,000 | 78,902 | 78,902 | 11,100 CHF | 12,296 CHF | 100.00% | 100.00% |
12/07/2024 | 13.48% | 0.14 CHF | 0.15 CHF | 176,000 | 176,000 | 78,923 | 78,923 | 10,300 CHF | 11,496 CHF | 100.00% | 100.00% |
11/07/2024 | 16.13% | 0.11 CHF | 0.12 CHF | 178,000 | 178,000 | 80,008 | 80,008 | 8,397 CHF | 9,611 CHF | 99.82% | 99.82% |
10/07/2024 | 16.14% | 0.09 CHF | 0.10 CHF | 178,000 | 178,000 | 80,069 | 80,069 | 7,697 CHF | 8,912 CHF | 100.00% | 100.00% |
09/07/2024 | 14.62% | 0.11 CHF | 0.12 CHF | 178,000 | 178,000 | 79,290 | 79,290 | 8,786 CHF | 9,985 CHF | 99.73% | 99.73% |
08/07/2024 | 11.67% | 0.12 CHF | 0.13 CHF | 176,000 | 176,000 | 78,684 | 78,684 | 10,630 CHF | 11,821 CHF | 100.00% | 100.00% |
05/07/2024 | 12.72% | 0.12 CHF | 0.13 CHF | 176,000 | 176,000 | 78,650 | 78,650 | 10,043 CHF | 11,236 CHF | 99.70% | 99.70% |
04/07/2024 | 13.54% | 0.14 CHF | 0.16 CHF | 70,000 | 70,000 | 56,627 | 56,627 | 7,774 CHF | 8,906 CHF | 100.00% | 100.00% |
03/07/2024 | 12.93% | 0.14 CHF | 0.15 CHF | 174,000 | 174,000 | 78,646 | 78,646 | 10,470 CHF | 11,663 CHF | 100.00% | 100.00% |
02/07/2024 | 13.07% | 0.12 CHF | 0.13 CHF | 176,000 | 176,000 | 78,603 | 78,603 | 9,950 CHF | 11,140 CHF | 100.00% | 100.00% |