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 | 12.06% | 0.08 CHF | 0.09 CHF | 900,000 | 900,000 | 900,000 | 900,000 | 70,115 CHF | 79,115 CHF | 100.00% | 100.00% |
12/07/2024 | 12.17% | 0.08 CHF | 0.09 CHF | 900,000 | 900,000 | 900,000 | 900,000 | 69,476 CHF | 78,476 CHF | 100.00% | 100.00% |
11/07/2024 | 11.85% | 0.08 CHF | 0.09 CHF | 900,000 | 900,000 | 900,000 | 900,000 | 71,427 CHF | 80,427 CHF | 100.00% | 100.00% |
10/07/2024 | 11.75% | 0.08 CHF | 0.09 CHF | 900,000 | 900,000 | 900,000 | 900,000 | 72,137 CHF | 81,137 CHF | 100.00% | 100.00% |
09/07/2024 | 11.47% | 0.08 CHF | 0.09 CHF | 900,000 | 900,000 | 900,000 | 900,000 | 73,989 CHF | 82,989 CHF | 100.00% | 100.00% |
08/07/2024 | 12.12% | 0.08 CHF | 0.09 CHF | 900,000 | 900,000 | 900,000 | 900,000 | 69,777 CHF | 78,777 CHF | 100.00% | 100.00% |
05/07/2024 | 12.03% | 0.08 CHF | 0.09 CHF | 900,000 | 900,000 | 900,000 | 900,000 | 70,322 CHF | 79,322 CHF | 100.00% | 100.00% |
04/07/2024 | 12.24% | 0.08 CHF | 0.09 CHF | 900,000 | 900,000 | 900,000 | 900,000 | 69,053 CHF | 78,053 CHF | 100.00% | 100.00% |
03/07/2024 | 11.29% | 0.08 CHF | 0.09 CHF | 800,000 | 800,000 | 800,000 | 800,000 | 66,885 CHF | 74,885 CHF | 100.00% | 100.00% |
02/07/2024 | 10.53% | 0.09 CHF | 0.10 CHF | 800,000 | 800,000 | 740,202 | 740,202 | 66,579 CHF | 73,981 CHF | 100.00% | 100.00% |