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 | 34.07% | 0.06 CHF | 0.09 CHF | 286,833 | 25,000 | 288,466 | 25,000 | 18,532 CHF | 2,262 CHF | 94.50% | 94.50% |
12/07/2024 | 36.48% | 0.06 CHF | 0.09 CHF | 282,999 | 25,000 | 282,243 | 25,000 | 18,041 CHF | 2,311 CHF | 98.90% | 98.90% |
11/07/2024 | 42.00% | 0.06 CHF | 0.09 CHF | 310,930 | 25,000 | 332,503 | 25,000 | 17,523 CHF | 2,023 CHF | 98.05% | 98.05% |
10/07/2024 | 46.71% | 0.05 CHF | 0.07 CHF | 346,549 | 25,000 | 351,877 | 25,000 | 16,250 CHF | 1,858 CHF | 99.89% | 99.89% |
09/07/2024 | 39.66% | 0.05 CHF | 0.07 CHF | 348,388 | 25,000 | 349,525 | 25,000 | 16,834 CHF | 1,798 CHF | 99.90% | 99.90% |
08/07/2024 | 41.18% | 0.05 CHF | 0.07 CHF | 360,205 | 25,000 | 352,862 | 25,000 | 16,711 CHF | 1,795 CHF | 97.92% | 97.92% |
05/07/2024 | 45.82% | 0.04 CHF | 0.07 CHF | 396,116 | 25,000 | 362,882 | 25,000 | 15,972 CHF | 1,750 CHF | 98.86% | 98.86% |
04/07/2024 | 38.40% | 0.05 CHF | 0.07 CHF | 370,858 | 25,000 | 371,514 | 25,000 | 17,682 CHF | 1,757 CHF | 94.20% | 94.20% |
03/07/2024 | 51.38% | 0.03 CHF | 0.06 CHF | 415,230 | 25,000 | 399,938 | 25,000 | 15,219 CHF | 1,608 CHF | 91.64% | 91.64% |
02/07/2024 | 50.79% | 0.04 CHF | 0.06 CHF | 417,896 | 25,000 | 410,496 | 25,000 | 15,506 CHF | 1,586 CHF | 92.55% | 92.55% |