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 | 16.27% | 0.06 CHF | 0.08 CHF | 338,050 | 50,000 | 303,932 | 50,000 | 21,034 CHF | 4,086 CHF | 94.82% | 94.82% |
12/07/2024 | 12.56% | 0.08 CHF | 0.10 CHF | 276,190 | 50,000 | 274,981 | 50,000 | 23,494 CHF | 4,846 CHF | 99.01% | 99.01% |
11/07/2024 | 14.77% | 0.08 CHF | 0.10 CHF | 281,481 | 50,000 | 311,991 | 50,000 | 22,033 CHF | 4,098 CHF | 99.09% | 99.09% |
10/07/2024 | 22.26% | 0.06 CHF | 0.07 CHF | 373,957 | 50,000 | 377,330 | 50,000 | 20,805 CHF | 3,440 CHF | 97.71% | 97.71% |
09/07/2024 | 16.05% | 0.06 CHF | 0.07 CHF | 341,774 | 50,000 | 339,478 | 50,000 | 20,756 CHF | 3,592 CHF | 99.81% | 99.81% |
08/07/2024 | 14.16% | 0.06 CHF | 0.07 CHF | 332,431 | 50,000 | 315,532 | 49,818 | 21,486 CHF | 3,909 CHF | 99.46% | 99.46% |
05/07/2024 | 18.45% | 0.07 CHF | 0.08 CHF | 334,611 | 50,000 | 356,733 | 50,000 | 21,796 CHF | 3,684 CHF | 98.47% | 98.47% |
04/07/2024 | 21.98% | 0.06 CHF | 0.07 CHF | 378,256 | 50,000 | 384,545 | 50,000 | 19,418 CHF | 3,155 CHF | 100.00% | 100.00% |
03/07/2024 | 18.10% | 0.05 CHF | 0.06 CHF | 379,922 | 50,000 | 382,723 | 50,000 | 21,338 CHF | 3,339 CHF | 99.73% | 99.73% |
02/07/2024 | 20.00% | 0.05 CHF | 0.06 CHF | 395,513 | 50,000 | 391,369 | 50,000 | 19,757 CHF | 3,090 CHF | 100.00% | 100.00% |