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 | 9.64% | 0.09 CHF | 0.10 CHF | 403,263 | 50,000 | 387,687 | 50,000 | 38,386 CHF | 5,458 CHF | 98.73% | 98.73% |
12/07/2024 | 10.42% | 0.10 CHF | 0.11 CHF | 379,160 | 50,000 | 419,652 | 50,000 | 38,284 CHF | 5,073 CHF | 99.38% | 99.38% |
11/07/2024 | 11.50% | 0.09 CHF | 0.10 CHF | 434,288 | 75,000 | 415,952 | 75,000 | 34,202 CHF | 6,910 CHF | 99.16% | 99.16% |
10/07/2024 | 13.17% | 0.08 CHF | 0.09 CHF | 488,300 | 75,000 | 494,986 | 75,000 | 35,202 CHF | 6,086 CHF | 100.00% | 100.00% |
09/07/2024 | 11.29% | 0.07 CHF | 0.08 CHF | 483,246 | 75,000 | 443,477 | 75,000 | 37,191 CHF | 7,037 CHF | 100.00% | 100.00% |
08/07/2024 | 10.51% | 0.09 CHF | 0.10 CHF | 447,520 | 50,000 | 433,289 | 50,000 | 39,049 CHF | 5,006 CHF | 100.00% | 100.00% |
05/07/2024 | 8.80% | 0.10 CHF | 0.11 CHF | 416,139 | 50,000 | 368,397 | 50,000 | 40,127 CHF | 5,961 CHF | 99.62% | 99.62% |
04/07/2024 | 9.66% | 0.10 CHF | 0.11 CHF | 410,384 | 50,000 | 411,235 | 50,000 | 40,546 CHF | 5,431 CHF | 100.00% | 100.00% |
03/07/2024 | 10.69% | 0.10 CHF | 0.11 CHF | 413,414 | 75,000 | 447,978 | 75,000 | 39,749 CHF | 7,407 CHF | 99.73% | 99.73% |
02/07/2024 | 11.90% | 0.08 CHF | 0.09 CHF | 495,905 | 50,000 | 492,568 | 50,000 | 38,991 CHF | 4,458 CHF | 100.00% | 100.00% |