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 | 9.56% | 0.13 CHF | 0.14 CHF | 178,658 | 50,000 | 173,381 | 50,000 | 22,025 CHF | 6,997 CHF | 98.73% | 98.73% |
12/07/2024 | 11.38% | 0.12 CHF | 0.13 CHF | 180,840 | 50,000 | 200,248 | 50,000 | 19,863 CHF | 5,589 CHF | 14.22% | 14.22% |
11/07/2024 | 28.86% | 0.04 CHF | 0.05 CHF | 336,109 | 50,000 | 430,509 | 50,000 | 13,688 CHF | 2,137 CHF | 99.16% | 99.16% |
10/07/2024 | 29.34% | 0.03 CHF | 0.04 CHF | 499,648 | 50,000 | 473,046 | 50,000 | 14,097 CHF | 2,000 CHF | 100.00% | 100.00% |
09/07/2024 | 38.38% | 0.03 CHF | 0.04 CHF | 407,323 | 50,000 | 406,462 | 50,000 | 12,230 CHF | 2,235 CHF | 100.00% | 100.00% |
08/07/2024 | 30.67% | 0.03 CHF | 0.05 CHF | 411,026 | 50,000 | 408,655 | 50,000 | 13,122 CHF | 2,188 CHF | 100.00% | 100.00% |
05/07/2024 | 24.44% | 0.03 CHF | 0.04 CHF | 410,695 | 50,000 | 378,572 | 50,000 | 14,598 CHF | 2,465 CHF | 99.62% | 99.62% |
04/07/2024 | 28.92% | 0.04 CHF | 0.05 CHF | 411,297 | 50,000 | 420,001 | 50,000 | 14,730 CHF | 2,346 CHF | 100.00% | 100.00% |
03/07/2024 | 32.60% | 0.03 CHF | 0.04 CHF | 413,028 | 50,000 | 410,822 | 50,000 | 12,384 CHF | 2,104 CHF | 99.73% | 99.73% |
02/07/2024 | 27.12% | 0.03 CHF | 0.05 CHF | 404,536 | 50,000 | 397,025 | 50,000 | 15,092 CHF | 2,488 CHF | 100.00% | 100.00% |