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 | 13.39% | 0.07 CHF | 0.09 CHF | 344,608 | 50,000 | 326,509 | 50,000 | 25,841 CHF | 4,532 CHF | 99.73% | 99.73% |
12/07/2024 | 12.91% | 0.08 CHF | 0.09 CHF | 350,195 | 50,000 | 357,796 | 50,000 | 26,789 CHF | 4,263 CHF | 99.01% | 99.01% |
11/07/2024 | 14.77% | 0.07 CHF | 0.08 CHF | 392,350 | 50,000 | 418,501 | 50,000 | 26,419 CHF | 3,669 CHF | 99.09% | 99.09% |
10/07/2024 | 15.93% | 0.06 CHF | 0.07 CHF | 452,247 | 50,000 | 451,952 | 50,000 | 26,823 CHF | 3,479 CHF | 100.00% | 100.00% |
09/07/2024 | 13.49% | 0.06 CHF | 0.07 CHF | 451,298 | 50,000 | 370,175 | 50,000 | 25,791 CHF | 4,027 CHF | 100.00% | 100.00% |
08/07/2024 | 13.52% | 0.07 CHF | 0.08 CHF | 354,341 | 50,000 | 358,776 | 50,000 | 25,126 CHF | 4,010 CHF | 100.00% | 100.00% |
05/07/2024 | 12.77% | 0.08 CHF | 0.09 CHF | 353,427 | 50,000 | 369,394 | 50,000 | 27,722 CHF | 4,273 CHF | 98.86% | 98.86% |
04/07/2024 | 15.46% | 0.07 CHF | 0.08 CHF | 406,162 | 50,000 | 412,081 | 50,000 | 25,803 CHF | 3,659 CHF | 100.00% | 100.00% |
03/07/2024 | 18.37% | 0.06 CHF | 0.07 CHF | 458,304 | 50,000 | 470,696 | 50,000 | 23,669 CHF | 3,023 CHF | 99.82% | 99.82% |
02/07/2024 | 21.10% | 0.05 CHF | 0.06 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 21,390 CHF | 2,639 CHF | 100.00% | 100.00% |