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 | 12.42% | 0.07 CHF | 0.08 CHF | 411,988 | 25,000 | 379,522 | 25,000 | 28,864 CHF | 2,161 CHF | 97.10% | 97.10% |
12/07/2024 | 12.57% | 0.08 CHF | 0.09 CHF | 380,439 | 25,000 | 376,270 | 25,000 | 28,131 CHF | 2,123 CHF | 99.01% | 99.01% |
11/07/2024 | 10.34% | 0.09 CHF | 0.10 CHF | 324,011 | 25,000 | 334,169 | 25,000 | 30,703 CHF | 2,548 CHF | 99.09% | 99.09% |
10/07/2024 | 10.96% | 0.09 CHF | 0.10 CHF | 357,414 | 25,000 | 358,220 | 25,000 | 30,995 CHF | 2,413 CHF | 100.00% | 100.00% |
09/07/2024 | 10.11% | 0.09 CHF | 0.10 CHF | 331,922 | 25,000 | 333,153 | 25,000 | 31,364 CHF | 2,603 CHF | 100.00% | 100.00% |
08/07/2024 | 8.63% | 0.10 CHF | 0.11 CHF | 314,901 | 25,000 | 300,409 | 25,000 | 33,349 CHF | 3,026 CHF | 100.00% | 100.00% |
05/07/2024 | 8.27% | 0.12 CHF | 0.13 CHF | 282,808 | 25,000 | 291,866 | 25,000 | 33,864 CHF | 3,154 CHF | 61.81% | 61.81% |
04/07/2024 | 17.67% | 0.09 CHF | 0.10 CHF | 335,120 | 25,000 | 36,498 | 13,430 | 3,282 CHF | 1,432 CHF | 100.00% | 100.00% |
03/07/2024 | 16.66% | 0.10 CHF | 0.12 CHF | 12,500 | 12,500 | 12,500 | 12,500 | 1,271 CHF | 1,501 CHF | 100.00% | 100.00% |
02/07/2024 | 19.76% | 0.08 CHF | 0.10 CHF | 12,500 | 12,500 | 12,500 | 12,500 | 1,009 CHF | 1,231 CHF | 100.00% | 100.00% |