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 | 10.50% | 0.10 CHF | 0.11 CHF | 207,302 | 50,000 | 192,753 | 50,000 | 20,343 CHF | 5,874 CHF | 98.73% | 98.73% |
12/07/2024 | 11.34% | 0.11 CHF | 0.12 CHF | 196,714 | 50,000 | 207,023 | 50,000 | 20,661 CHF | 5,591 CHF | 99.38% | 99.38% |
11/07/2024 | 12.49% | 0.10 CHF | 0.11 CHF | 210,004 | 50,000 | 204,788 | 50,000 | 19,802 CHF | 5,480 CHF | 99.16% | 99.16% |
10/07/2024 | 10.22% | 0.10 CHF | 0.11 CHF | 212,559 | 50,000 | 196,338 | 50,000 | 20,279 CHF | 5,728 CHF | 100.00% | 100.00% |
09/07/2024 | 8.57% | 0.10 CHF | 0.12 CHF | 198,411 | 50,000 | 187,469 | 50,000 | 21,880 CHF | 6,360 CHF | 100.00% | 100.00% |
08/07/2024 | 10.07% | 0.10 CHF | 0.11 CHF | 215,753 | 50,000 | 209,767 | 50,000 | 20,802 CHF | 5,487 CHF | 100.00% | 100.00% |
05/07/2024 | 11.39% | 0.10 CHF | 0.11 CHF | 198,530 | 50,000 | 189,296 | 47,893 | 19,595 CHF | 5,512 CHF | 99.62% | 99.62% |
04/07/2024 | 15.48% | 0.07 CHF | 0.09 CHF | 254,036 | 50,000 | 258,936 | 50,000 | 18,399 CHF | 4,152 CHF | 100.00% | 100.00% |
03/07/2024 | 15.88% | 0.07 CHF | 0.08 CHF | 254,275 | 50,000 | 247,194 | 50,000 | 18,389 CHF | 4,367 CHF | 99.73% | 99.73% |
02/07/2024 | 14.02% | 0.08 CHF | 0.09 CHF | 255,995 | 50,000 | 258,044 | 50,000 | 18,230 CHF | 4,067 CHF | 100.00% | 100.00% |