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 | 12.91% | 0.08 CHF | 0.10 CHF | 217,519 | 50,000 | 196,146 | 50,000 | 18,582 CHF | 5,408 CHF | 94.82% | 94.82% |
12/07/2024 | 8.81% | 0.12 CHF | 0.13 CHF | 176,229 | 50,000 | 178,612 | 50,000 | 20,873 CHF | 6,380 CHF | 99.01% | 99.01% |
11/07/2024 | 13.37% | 0.12 CHF | 0.13 CHF | 179,988 | 50,000 | 202,423 | 50,000 | 19,199 CHF | 5,424 CHF | 99.09% | 99.09% |
10/07/2024 | 13.71% | 0.08 CHF | 0.09 CHF | 231,020 | 50,000 | 249,897 | 50,000 | 17,688 CHF | 4,064 CHF | 97.71% | 97.71% |
09/07/2024 | 13.73% | 0.07 CHF | 0.09 CHF | 228,385 | 50,000 | 219,391 | 50,000 | 17,246 CHF | 4,509 CHF | 99.81% | 99.81% |
08/07/2024 | 12.60% | 0.07 CHF | 0.09 CHF | 229,058 | 50,000 | 205,111 | 49,818 | 18,669 CHF | 5,150 CHF | 99.45% | 99.45% |
05/07/2024 | 12.44% | 0.09 CHF | 0.10 CHF | 215,388 | 50,000 | 227,147 | 50,000 | 18,767 CHF | 4,685 CHF | 98.47% | 98.47% |
04/07/2024 | 14.58% | 0.07 CHF | 0.08 CHF | 263,617 | 50,000 | 264,136 | 50,000 | 17,383 CHF | 3,808 CHF | 100.00% | 100.00% |
03/07/2024 | 16.80% | 0.06 CHF | 0.08 CHF | 260,876 | 50,000 | 251,617 | 50,000 | 16,842 CHF | 3,960 CHF | 99.73% | 99.73% |
02/07/2024 | 16.10% | 0.07 CHF | 0.08 CHF | 268,628 | 50,000 | 263,976 | 50,000 | 17,851 CHF | 3,971 CHF | 100.00% | 100.00% |