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 | 17.28% | 0.06 CHF | 0.07 CHF | 420,242 | 50,000 | 400,564 | 50,000 | 25,964 CHF | 3,869 CHF | 98.61% | 98.61% |
12/07/2024 | 17.96% | 0.06 CHF | 0.07 CHF | 463,870 | 50,000 | 443,274 | 50,000 | 25,973 CHF | 3,507 CHF | 99.38% | 99.38% |
11/07/2024 | 17.07% | 0.06 CHF | 0.07 CHF | 424,284 | 50,000 | 394,456 | 50,000 | 27,495 CHF | 4,150 CHF | 99.15% | 99.15% |
10/07/2024 | 13.26% | 0.09 CHF | 0.11 CHF | 323,236 | 50,000 | 310,865 | 50,000 | 29,263 CHF | 5,390 CHF | 100.00% | 100.00% |
09/07/2024 | 11.38% | 0.10 CHF | 0.11 CHF | 314,249 | 50,000 | 297,496 | 50,000 | 30,587 CHF | 5,763 CHF | 100.00% | 100.00% |
08/07/2024 | 12.94% | 0.10 CHF | 0.11 CHF | 314,738 | 50,000 | 300,354 | 50,000 | 30,431 CHF | 5,777 CHF | 100.00% | 100.00% |
05/07/2024 | 15.45% | 0.09 CHF | 0.11 CHF | 326,048 | 50,000 | 323,085 | 50,000 | 29,611 CHF | 5,353 CHF | 99.62% | 99.62% |
04/07/2024 | 11.75% | 0.10 CHF | 0.11 CHF | 320,178 | 50,000 | 312,294 | 50,000 | 30,852 CHF | 5,557 CHF | 100.00% | 100.00% |
03/07/2024 | 16.75% | 0.09 CHF | 0.10 CHF | 347,052 | 50,000 | 381,418 | 50,000 | 28,389 CHF | 4,424 CHF | 99.73% | 99.73% |
02/07/2024 | 24.37% | 0.06 CHF | 0.07 CHF | 479,888 | 50,000 | 495,703 | 50,000 | 24,272 CHF | 3,130 CHF | 100.00% | 100.00% |