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 | 11.16% | 0.11 CHF | 0.12 CHF | 277,868 | 50,000 | 258,287 | 50,000 | 32,276 CHF | 7,007 CHF | 98.61% | 98.61% |
12/07/2024 | 10.75% | 0.11 CHF | 0.12 CHF | 284,358 | 50,000 | 282,265 | 50,000 | 32,138 CHF | 6,340 CHF | 99.38% | 99.38% |
11/07/2024 | 10.58% | 0.12 CHF | 0.13 CHF | 278,522 | 50,000 | 253,402 | 50,000 | 33,178 CHF | 7,305 CHF | 99.16% | 99.16% |
10/07/2024 | 8.84% | 0.17 CHF | 0.18 CHF | 216,740 | 50,000 | 212,983 | 50,000 | 35,626 CHF | 9,153 CHF | 100.00% | 100.00% |
09/07/2024 | 7.99% | 0.17 CHF | 0.19 CHF | 211,540 | 50,000 | 204,389 | 50,000 | 36,554 CHF | 9,689 CHF | 100.00% | 100.00% |
08/07/2024 | 6.97% | 0.17 CHF | 0.18 CHF | 211,178 | 50,000 | 206,979 | 50,000 | 37,014 CHF | 9,597 CHF | 100.00% | 100.00% |
05/07/2024 | 8.29% | 0.16 CHF | 0.18 CHF | 217,632 | 50,000 | 218,069 | 50,000 | 35,999 CHF | 8,973 CHF | 99.62% | 99.62% |
04/07/2024 | 6.66% | 0.17 CHF | 0.19 CHF | 213,975 | 50,000 | 213,866 | 50,000 | 36,932 CHF | 9,232 CHF | 100.00% | 100.00% |
03/07/2024 | 9.73% | 0.15 CHF | 0.17 CHF | 232,248 | 50,000 | 251,620 | 50,000 | 34,159 CHF | 7,505 CHF | 99.73% | 99.73% |
02/07/2024 | 12.45% | 0.11 CHF | 0.12 CHF | 305,022 | 50,000 | 326,511 | 50,000 | 30,920 CHF | 5,376 CHF | 100.00% | 100.00% |