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 | 6.32% | 0.18 CHF | 0.19 CHF | 182,387 | 50,000 | 181,015 | 50,000 | 31,779 CHF | 9,359 CHF | 98.73% | 98.73% |
12/07/2024 | 9.20% | 0.15 CHF | 0.17 CHF | 25,000 | 25,000 | 144,210 | 42,042 | 20,745 CHF | 6,649 CHF | 20.87% | 20.87% |
11/07/2024 | 18.27% | 0.08 CHF | 0.10 CHF | 283,492 | 50,000 | 335,186 | 50,000 | 23,219 CHF | 4,162 CHF | 99.15% | 99.15% |
10/07/2024 | 17.36% | 0.07 CHF | 0.08 CHF | 345,033 | 50,000 | 349,017 | 50,000 | 22,764 CHF | 3,878 CHF | 100.00% | 100.00% |
09/07/2024 | 16.87% | 0.07 CHF | 0.08 CHF | 322,222 | 50,000 | 321,301 | 50,000 | 22,520 CHF | 4,157 CHF | 100.00% | 100.00% |
08/07/2024 | 14.63% | 0.07 CHF | 0.09 CHF | 321,218 | 50,000 | 323,506 | 50,000 | 23,155 CHF | 4,146 CHF | 100.00% | 100.00% |
05/07/2024 | 12.72% | 0.07 CHF | 0.08 CHF | 321,194 | 50,000 | 306,539 | 50,000 | 24,095 CHF | 4,464 CHF | 99.62% | 99.62% |
04/07/2024 | 18.67% | 0.08 CHF | 0.09 CHF | 317,685 | 50,000 | 330,897 | 50,000 | 23,341 CHF | 4,260 CHF | 100.00% | 100.00% |
03/07/2024 | 16.03% | 0.07 CHF | 0.08 CHF | 351,717 | 50,000 | 346,425 | 50,000 | 24,198 CHF | 4,104 CHF | 99.73% | 99.73% |
02/07/2024 | 13.76% | 0.08 CHF | 0.09 CHF | 321,454 | 50,000 | 318,707 | 50,000 | 22,754 CHF | 4,098 CHF | 100.00% | 100.00% |