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 | 13.40% | 0.23 CHF | 0.25 CHF | 181,612 | 75,000 | 130,155 | 61,539 | 28,065 CHF | 15,014 CHF | 92.99% | 92.99% |
12/07/2024 | 11.49% | 0.23 CHF | 0.26 CHF | 178,643 | 75,000 | 180,859 | 75,000 | 39,768 CHF | 18,521 CHF | 99.38% | 99.38% |
11/07/2024 | 9.13% | 0.21 CHF | 0.24 CHF | 184,067 | 75,000 | 198,221 | 75,000 | 36,674 CHF | 15,268 CHF | 99.15% | 99.15% |
10/07/2024 | 9.42% | 0.17 CHF | 0.18 CHF | 208,530 | 75,000 | 211,933 | 75,000 | 34,400 CHF | 13,378 CHF | 100.00% | 100.00% |
09/07/2024 | 9.76% | 0.15 CHF | 0.17 CHF | 216,707 | 75,000 | 213,211 | 75,000 | 34,550 CHF | 13,399 CHF | 100.00% | 100.00% |
08/07/2024 | 9.26% | 0.16 CHF | 0.18 CHF | 210,035 | 75,000 | 209,602 | 75,000 | 35,324 CHF | 13,869 CHF | 100.00% | 100.00% |
05/07/2024 | 9.06% | 0.17 CHF | 0.18 CHF | 211,568 | 75,000 | 206,199 | 75,000 | 35,984 CHF | 14,331 CHF | 99.62% | 99.62% |
04/07/2024 | 8.73% | 0.18 CHF | 0.19 CHF | 206,540 | 75,000 | 203,898 | 75,000 | 37,457 CHF | 15,041 CHF | 100.00% | 100.00% |
03/07/2024 | 8.75% | 0.18 CHF | 0.20 CHF | 209,630 | 75,000 | 211,142 | 75,000 | 37,702 CHF | 14,625 CHF | 99.73% | 99.73% |
02/07/2024 | 10.18% | 0.18 CHF | 0.20 CHF | 210,924 | 75,000 | 218,910 | 75,000 | 36,529 CHF | 13,915 CHF | 100.00% | 100.00% |