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 | 11.55% | 0.08 CHF | 0.09 CHF | 700,000 | 700,000 | 700,000 | 700,000 | 57,113 CHF | 64,113 CHF | 100.00% | 100.00% |
12/07/2024 | 11.32% | 0.08 CHF | 0.09 CHF | 800,000 | 800,000 | 800,000 | 800,000 | 66,675 CHF | 74,675 CHF | 100.00% | 100.00% |
11/07/2024 | 11.60% | 0.08 CHF | 0.09 CHF | 800,000 | 800,000 | 800,000 | 800,000 | 64,948 CHF | 72,948 CHF | 100.00% | 100.00% |
10/07/2024 | 11.27% | 0.08 CHF | 0.09 CHF | 700,000 | 700,000 | 700,000 | 700,000 | 58,600 CHF | 65,600 CHF | 100.00% | 100.00% |
09/07/2024 | 11.06% | 0.09 CHF | 0.10 CHF | 700,000 | 700,000 | 700,000 | 700,000 | 59,777 CHF | 66,777 CHF | 100.00% | 100.00% |
08/07/2024 | 11.05% | 0.09 CHF | 0.10 CHF | 600,000 | 600,000 | 600,000 | 600,000 | 51,316 CHF | 57,316 CHF | 100.00% | 100.00% |
05/07/2024 | 10.53% | 0.09 CHF | 0.10 CHF | 600,000 | 600,000 | 600,000 | 600,000 | 54,000 CHF | 60,000 CHF | 100.00% | 100.00% |
04/07/2024 | 10.53% | 0.09 CHF | 0.10 CHF | 600,000 | 600,000 | 600,000 | 600,000 | 54,000 CHF | 60,000 CHF | 100.00% | 100.00% |
03/07/2024 | 9.58% | 0.10 CHF | 0.11 CHF | 600,000 | 600,000 | 600,000 | 600,000 | 59,654 CHF | 65,654 CHF | 100.00% | 100.00% |
02/07/2024 | 10.48% | 0.09 CHF | 0.10 CHF | 700,000 | 700,000 | 700,000 | 700,000 | 63,335 CHF | 70,335 CHF | 100.00% | 100.00% |