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 | 12.32% | 0.07 CHF | 0.08 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 38,172 CHF | 43,172 CHF | 100.00% | 100.00% |
12/07/2024 | 14.35% | 0.08 CHF | 0.09 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 32,516 CHF | 37,516 CHF | 100.00% | 100.00% |
11/07/2024 | 12.13% | 0.07 CHF | 0.08 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 38,842 CHF | 43,842 CHF | 100.00% | 100.00% |
10/07/2024 | 14.10% | 0.07 CHF | 0.08 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 33,000 CHF | 38,000 CHF | 100.00% | 100.00% |
09/07/2024 | 13.19% | 0.07 CHF | 0.08 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 35,443 CHF | 40,443 CHF | 100.00% | 100.00% |
08/07/2024 | 12.43% | 0.07 CHF | 0.08 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 37,752 CHF | 42,752 CHF | 100.00% | 100.00% |
05/07/2024 | 12.97% | 0.07 CHF | 0.08 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 36,076 CHF | 41,076 CHF | 100.00% | 100.00% |
04/07/2024 | 13.66% | 0.07 CHF | 0.08 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 34,124 CHF | 39,124 CHF | 100.00% | 100.00% |
03/07/2024 | 13.94% | 0.07 CHF | 0.08 CHF | 600,000 | 600,000 | 600,000 | 600,000 | 40,061 CHF | 46,061 CHF | 100.00% | 100.00% |
02/07/2024 | 17.71% | 0.06 CHF | 0.07 CHF | 700,000 | 700,000 | 700,000 | 700,000 | 36,093 CHF | 43,093 CHF | 100.00% | 100.00% |