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 | 12.65% | 0.09 CHF | 0.11 CHF | 228,770 | 50,000 | 209,392 | 50,000 | 23,263 CHF | 6,334 CHF | 98.61% | 98.61% |
12/07/2024 | 12.19% | 0.10 CHF | 0.11 CHF | 238,525 | 50,000 | 231,219 | 50,000 | 22,544 CHF | 5,515 CHF | 99.38% | 99.38% |
11/07/2024 | 10.77% | 0.10 CHF | 0.12 CHF | 220,365 | 50,000 | 202,993 | 50,000 | 24,556 CHF | 6,784 CHF | 99.15% | 99.15% |
10/07/2024 | 8.00% | 0.17 CHF | 0.18 CHF | 168,142 | 50,000 | 164,270 | 50,000 | 27,686 CHF | 9,150 CHF | 99.98% | 99.98% |
09/07/2024 | 6.73% | 0.17 CHF | 0.19 CHF | 164,314 | 50,000 | 156,749 | 50,000 | 28,890 CHF | 9,866 CHF | 99.99% | 99.99% |
08/07/2024 | 7.73% | 0.17 CHF | 0.19 CHF | 162,096 | 50,000 | 157,840 | 50,000 | 28,942 CHF | 9,919 CHF | 99.99% | 99.99% |
05/07/2024 | 7.62% | 0.17 CHF | 0.18 CHF | 171,146 | 50,000 | 169,596 | 50,000 | 28,315 CHF | 9,020 CHF | 99.62% | 99.62% |
04/07/2024 | 8.51% | 0.18 CHF | 0.19 CHF | 165,823 | 50,000 | 164,742 | 50,000 | 28,910 CHF | 9,562 CHF | 100.00% | 100.00% |
03/07/2024 | 9.06% | 0.15 CHF | 0.17 CHF | 181,750 | 50,000 | 200,678 | 50,000 | 26,726 CHF | 7,327 CHF | 99.73% | 99.73% |
02/07/2024 | 13.97% | 0.10 CHF | 0.11 CHF | 253,770 | 50,000 | 278,336 | 50,000 | 23,159 CHF | 4,799 CHF | 100.00% | 100.00% |