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 | 14.64% | 0.06 CHF | 0.07 CHF | 387,926 | 50,000 | 384,198 | 50,000 | 24,426 CHF | 3,682 CHF | 99.72% | 99.72% |
12/07/2024 | 13.32% | 0.07 CHF | 0.08 CHF | 364,856 | 50,000 | 361,166 | 50,000 | 25,305 CHF | 4,003 CHF | 99.01% | 99.01% |
11/07/2024 | 13.02% | 0.08 CHF | 0.09 CHF | 354,551 | 50,000 | 361,191 | 50,000 | 25,987 CHF | 4,099 CHF | 99.09% | 99.09% |
10/07/2024 | 13.84% | 0.07 CHF | 0.08 CHF | 406,522 | 50,000 | 403,617 | 50,000 | 27,260 CHF | 3,876 CHF | 100.00% | 100.00% |
09/07/2024 | 13.94% | 0.06 CHF | 0.07 CHF | 398,668 | 50,000 | 390,274 | 50,000 | 26,185 CHF | 3,859 CHF | 100.00% | 100.00% |
08/07/2024 | 13.31% | 0.07 CHF | 0.08 CHF | 375,980 | 50,000 | 380,831 | 50,000 | 26,710 CHF | 4,007 CHF | 99.68% | 99.68% |
05/07/2024 | 13.29% | 0.07 CHF | 0.08 CHF | 382,776 | 50,000 | 374,262 | 50,000 | 26,315 CHF | 4,015 CHF | 98.98% | 98.98% |
04/07/2024 | 16.29% | 0.06 CHF | 0.07 CHF | 477,507 | 50,000 | 473,830 | 50,000 | 26,923 CHF | 3,338 CHF | 100.00% | 100.00% |
03/07/2024 | 17.13% | 0.06 CHF | 0.07 CHF | 468,548 | 50,000 | 470,815 | 50,000 | 25,311 CHF | 3,189 CHF | 100.00% | 100.00% |
02/07/2024 | 19.91% | 0.06 CHF | 0.07 CHF | 487,557 | 50,000 | 496,146 | 50,000 | 22,673 CHF | 2,787 CHF | 99.80% | 99.80% |