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 | 9.65% | 0.10 CHF | 0.11 CHF | 204,031 | 50,000 | 194,258 | 50,000 | 21,615 CHF | 6,145 CHF | 99.71% | 99.71% |
12/07/2024 | 10.36% | 0.11 CHF | 0.12 CHF | 205,038 | 50,000 | 222,273 | 50,000 | 21,622 CHF | 5,400 CHF | 99.01% | 99.01% |
11/07/2024 | 11.84% | 0.09 CHF | 0.10 CHF | 221,446 | 50,000 | 257,129 | 50,000 | 20,911 CHF | 4,591 CHF | 99.09% | 99.09% |
10/07/2024 | 12.84% | 0.08 CHF | 0.09 CHF | 268,074 | 50,000 | 265,743 | 50,000 | 19,610 CHF | 4,192 CHF | 100.00% | 100.00% |
09/07/2024 | 10.78% | 0.07 CHF | 0.08 CHF | 268,161 | 50,000 | 226,967 | 50,000 | 21,004 CHF | 5,224 CHF | 100.00% | 100.00% |
08/07/2024 | 10.64% | 0.09 CHF | 0.10 CHF | 226,679 | 50,000 | 227,106 | 50,000 | 21,909 CHF | 5,364 CHF | 100.00% | 100.00% |
05/07/2024 | 9.37% | 0.11 CHF | 0.12 CHF | 214,352 | 50,000 | 219,442 | 50,000 | 22,575 CHF | 5,667 CHF | 98.86% | 98.86% |
04/07/2024 | 11.23% | 0.09 CHF | 0.10 CHF | 252,050 | 50,000 | 253,014 | 50,000 | 21,484 CHF | 4,749 CHF | 100.00% | 100.00% |
03/07/2024 | 14.89% | 0.07 CHF | 0.08 CHF | 313,412 | 50,000 | 310,469 | 50,000 | 20,164 CHF | 3,766 CHF | 99.82% | 99.82% |
02/07/2024 | 17.34% | 0.06 CHF | 0.07 CHF | 351,495 | 50,000 | 390,470 | 50,000 | 20,598 CHF | 3,153 CHF | 100.00% | 100.00% |