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 | 16.00% | 0.15 CHF | 0.16 CHF | 210,085 | 75,000 | 150,825 | 61,539 | 20,309 CHF | 9,515 CHF | 92.99% | 92.99% |
12/07/2024 | 12.29% | 0.15 CHF | 0.16 CHF | 205,879 | 75,000 | 211,238 | 75,000 | 29,293 CHF | 11,774 CHF | 99.38% | 99.38% |
11/07/2024 | 14.55% | 0.13 CHF | 0.15 CHF | 218,049 | 75,000 | 244,645 | 75,000 | 26,715 CHF | 9,537 CHF | 98.02% | 98.02% |
10/07/2024 | 17.32% | 0.10 CHF | 0.11 CHF | 267,824 | 75,000 | 269,116 | 75,000 | 24,610 CHF | 8,160 CHF | 100.00% | 100.00% |
09/07/2024 | 17.38% | 0.08 CHF | 0.10 CHF | 285,563 | 75,000 | 271,590 | 75,000 | 24,925 CHF | 8,191 CHF | 100.00% | 100.00% |
08/07/2024 | 15.11% | 0.09 CHF | 0.11 CHF | 265,785 | 75,000 | 264,366 | 75,000 | 26,046 CHF | 8,601 CHF | 100.00% | 100.00% |
05/07/2024 | 16.45% | 0.10 CHF | 0.11 CHF | 270,347 | 75,000 | 258,389 | 75,000 | 26,491 CHF | 9,073 CHF | 99.62% | 99.62% |
04/07/2024 | 13.76% | 0.11 CHF | 0.12 CHF | 257,948 | 75,000 | 251,475 | 75,000 | 28,046 CHF | 9,596 CHF | 100.00% | 100.00% |
03/07/2024 | 13.73% | 0.11 CHF | 0.13 CHF | 260,206 | 75,000 | 262,475 | 75,000 | 28,325 CHF | 9,292 CHF | 99.73% | 99.73% |
02/07/2024 | 14.98% | 0.11 CHF | 0.13 CHF | 261,943 | 75,000 | 279,169 | 75,000 | 27,852 CHF | 8,769 CHF | 100.00% | 100.00% |