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 | 12.77% | 0.07 CHF | 0.08 CHF | 350,489 | 50,000 | 347,437 | 50,000 | 25,542 CHF | 4,179 CHF | 99.72% | 99.72% |
12/07/2024 | 11.74% | 0.08 CHF | 0.09 CHF | 334,211 | 50,000 | 331,913 | 50,000 | 26,629 CHF | 4,511 CHF | 99.01% | 99.01% |
11/07/2024 | 11.50% | 0.09 CHF | 0.10 CHF | 324,891 | 50,000 | 331,191 | 50,000 | 27,192 CHF | 4,607 CHF | 99.09% | 99.09% |
10/07/2024 | 12.56% | 0.08 CHF | 0.09 CHF | 362,730 | 50,000 | 367,064 | 50,000 | 27,496 CHF | 4,245 CHF | 100.00% | 100.00% |
09/07/2024 | 12.38% | 0.07 CHF | 0.08 CHF | 362,528 | 50,000 | 355,954 | 50,000 | 27,078 CHF | 4,308 CHF | 100.00% | 100.00% |
08/07/2024 | 11.76% | 0.08 CHF | 0.09 CHF | 349,667 | 50,000 | 366,269 | 50,000 | 29,313 CHF | 4,502 CHF | 99.68% | 99.68% |
05/07/2024 | 11.73% | 0.09 CHF | 0.10 CHF | 346,896 | 50,000 | 343,637 | 50,000 | 27,598 CHF | 4,515 CHF | 98.98% | 98.98% |
04/07/2024 | 14.14% | 0.07 CHF | 0.08 CHF | 416,183 | 50,000 | 423,825 | 50,000 | 27,983 CHF | 3,803 CHF | 100.00% | 100.00% |
03/07/2024 | 14.84% | 0.07 CHF | 0.08 CHF | 420,997 | 50,000 | 425,602 | 50,000 | 26,655 CHF | 3,633 CHF | 100.00% | 100.00% |
02/07/2024 | 17.39% | 0.07 CHF | 0.08 CHF | 441,660 | 50,000 | 488,262 | 50,000 | 25,794 CHF | 3,142 CHF | 99.80% | 99.80% |