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 | 10.30% | 0.23 CHF | 0.25 CHF | 96,344 | 25,000 | 96,102 | 25,000 | 21,289 CHF | 6,140 CHF | 94.82% | 94.82% |
12/07/2024 | 12.56% | 0.22 CHF | 0.25 CHF | 96,129 | 25,000 | 96,285 | 25,000 | 21,460 CHF | 6,316 CHF | 99.01% | 99.01% |
11/07/2024 | 9.82% | 0.23 CHF | 0.26 CHF | 96,431 | 25,000 | 97,716 | 25,000 | 25,559 CHF | 7,209 CHF | 99.08% | 99.08% |
10/07/2024 | 8.76% | 0.28 CHF | 0.30 CHF | 98,542 | 25,000 | 98,435 | 25,000 | 27,464 CHF | 7,611 CHF | 100.00% | 100.00% |
09/07/2024 | 9.67% | 0.28 CHF | 0.31 CHF | 98,547 | 25,000 | 98,543 | 25,000 | 27,775 CHF | 7,763 CHF | 100.00% | 100.00% |
08/07/2024 | 9.40% | 0.29 CHF | 0.32 CHF | 98,598 | 25,000 | 98,390 | 25,000 | 27,781 CHF | 7,756 CHF | 100.00% | 100.00% |
05/07/2024 | 8.27% | 0.29 CHF | 0.32 CHF | 99,044 | 25,000 | 99,012 | 25,000 | 29,001 CHF | 7,955 CHF | 98.87% | 98.87% |
04/07/2024 | 8.42% | 0.29 CHF | 0.32 CHF | 99,253 | 25,000 | 99,615 | 25,000 | 29,985 CHF | 8,181 CHF | 100.00% | 100.00% |
03/07/2024 | 8.47% | 0.33 CHF | 0.36 CHF | 100,768 | 25,000 | 100,590 | 25,000 | 32,350 CHF | 8,750 CHF | 99.73% | 99.73% |
02/07/2024 | 8.50% | 0.34 CHF | 0.37 CHF | 101,327 | 25,000 | 100,958 | 25,000 | 32,968 CHF | 8,887 CHF | 100.00% | 100.00% |