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% | 0.18 CHF | 0.21 CHF | 193,118 | 25,000 | 186,074 | 25,000 | 36,470 CHF | 5,550 CHF | 98.73% | 98.73% |
12/07/2024 | 14.31% | 0.19 CHF | 0.22 CHF | 195,334 | 25,000 | 205,121 | 25,000 | 36,149 CHF | 5,090 CHF | 99.38% | 99.38% |
11/07/2024 | 15.10% | 0.19 CHF | 0.22 CHF | 194,888 | 25,000 | 198,066 | 25,000 | 35,776 CHF | 5,254 CHF | 99.15% | 99.15% |
10/07/2024 | 13.59% | 0.17 CHF | 0.20 CHF | 214,111 | 25,000 | 209,560 | 25,000 | 35,951 CHF | 4,915 CHF | 100.00% | 100.00% |
09/07/2024 | 15.35% | 0.16 CHF | 0.19 CHF | 215,071 | 25,000 | 198,872 | 25,000 | 35,465 CHF | 5,201 CHF | 100.00% | 100.00% |
08/07/2024 | 13.42% | 0.18 CHF | 0.21 CHF | 196,796 | 25,000 | 190,913 | 25,000 | 36,648 CHF | 5,496 CHF | 100.00% | 100.00% |
05/07/2024 | 12.61% | 0.21 CHF | 0.23 CHF | 183,395 | 25,000 | 184,772 | 25,000 | 39,047 CHF | 5,995 CHF | 99.62% | 99.62% |
04/07/2024 | 11.44% | 0.22 CHF | 0.25 CHF | 171,831 | 25,000 | 164,618 | 25,000 | 39,671 CHF | 6,777 CHF | 100.00% | 100.00% |
03/07/2024 | 11.89% | 0.25 CHF | 0.28 CHF | 165,648 | 25,000 | 175,221 | 25,000 | 39,829 CHF | 6,439 CHF | 96.53% | 96.53% |
02/07/2024 | 15.84% | 0.15 CHF | 0.18 CHF | 230,497 | 25,000 | 236,276 | 25,000 | 35,203 CHF | 4,368 CHF | 100.00% | 100.00% |