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 | 10.01% | 0.12 CHF | 0.13 CHF | 118,359 | 50,000 | 117,382 | 50,000 | 11,309 CHF | 5,315 CHF | 98.52% | 98.52% |
12/07/2024 | 9.05% | 0.12 CHF | 0.13 CHF | 118,046 | 50,000 | 117,861 | 50,000 | 12,552 CHF | 5,824 CHF | 99.38% | 99.38% |
11/07/2024 | 8.97% | 0.12 CHF | 0.13 CHF | 117,901 | 50,000 | 118,043 | 50,000 | 12,634 CHF | 5,851 CHF | 99.16% | 99.16% |
10/07/2024 | 6.11% | 0.13 CHF | 0.14 CHF | 119,283 | 50,000 | 119,844 | 50,000 | 19,133 CHF | 8,481 CHF | 100.00% | 100.00% |
09/07/2024 | 5.89% | 0.18 CHF | 0.19 CHF | 120,281 | 50,000 | 119,955 | 50,000 | 19,787 CHF | 8,747 CHF | 100.00% | 100.00% |
08/07/2024 | 5.79% | 0.18 CHF | 0.19 CHF | 120,241 | 50,000 | 119,786 | 50,000 | 20,105 CHF | 8,892 CHF | 100.00% | 100.00% |
05/07/2024 | 5.50% | 0.19 CHF | 0.20 CHF | 120,672 | 50,000 | 120,452 | 50,000 | 21,322 CHF | 9,350 CHF | 99.62% | 99.62% |
04/07/2024 | 5.50% | 0.17 CHF | 0.18 CHF | 120,442 | 50,000 | 120,760 | 50,000 | 21,382 CHF | 9,352 CHF | 100.00% | 100.00% |
03/07/2024 | 4.60% | 0.20 CHF | 0.21 CHF | 121,675 | 50,000 | 122,200 | 50,000 | 25,998 CHF | 11,136 CHF | 99.73% | 99.73% |
02/07/2024 | 4.01% | 0.22 CHF | 0.23 CHF | 122,453 | 50,000 | 123,491 | 50,000 | 30,269 CHF | 12,753 CHF | 100.00% | 100.00% |