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 | 15.02% | 0.11 CHF | 0.13 CHF | 154,712 | 50,000 | 154,109 | 50,000 | 18,521 CHF | 6,982 CHF | 98.72% | 98.72% |
12/07/2024 | 12.55% | 0.14 CHF | 0.16 CHF | 152,402 | 50,000 | 153,619 | 50,000 | 19,801 CHF | 7,309 CHF | 99.38% | 99.38% |
11/07/2024 | 15.03% | 0.12 CHF | 0.14 CHF | 154,198 | 50,000 | 156,467 | 50,000 | 15,631 CHF | 5,803 CHF | 99.16% | 99.16% |
10/07/2024 | 17.09% | 0.10 CHF | 0.12 CHF | 156,953 | 50,000 | 157,362 | 50,000 | 14,416 CHF | 5,437 CHF | 100.00% | 100.00% |
09/07/2024 | 18.33% | 0.07 CHF | 0.09 CHF | 159,058 | 50,000 | 157,263 | 50,000 | 14,578 CHF | 5,565 CHF | 100.00% | 100.00% |
08/07/2024 | 16.11% | 0.11 CHF | 0.13 CHF | 155,744 | 50,000 | 155,421 | 50,000 | 17,219 CHF | 6,510 CHF | 100.00% | 100.00% |
05/07/2024 | 13.66% | 0.11 CHF | 0.13 CHF | 155,976 | 50,000 | 155,191 | 50,000 | 18,702 CHF | 6,904 CHF | 99.62% | 99.62% |
04/07/2024 | 14.14% | 0.11 CHF | 0.13 CHF | 156,352 | 50,000 | 156,017 | 50,000 | 17,848 CHF | 6,590 CHF | 100.00% | 100.00% |
03/07/2024 | 15.34% | 0.11 CHF | 0.12 CHF | 156,794 | 50,000 | 158,172 | 50,000 | 15,072 CHF | 5,551 CHF | 99.73% | 99.73% |
02/07/2024 | 19.01% | 0.07 CHF | 0.09 CHF | 160,208 | 50,000 | 159,967 | 50,000 | 12,471 CHF | 4,716 CHF | 100.00% | 100.00% |