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 | 10.94% | 0.19 CHF | 0.21 CHF | 227,822 | 75,000 | 165,992 | 62,281 | 30,728 CHF | 12,682 CHF | 98.41% | 98.41% |
12/07/2024 | 9.81% | 0.19 CHF | 0.21 CHF | 225,056 | 75,000 | 229,440 | 75,000 | 42,769 CHF | 15,432 CHF | 99.38% | 99.38% |
11/07/2024 | 9.88% | 0.18 CHF | 0.20 CHF | 237,603 | 75,000 | 255,342 | 75,000 | 40,596 CHF | 13,206 CHF | 99.15% | 99.15% |
10/07/2024 | 11.59% | 0.14 CHF | 0.16 CHF | 271,536 | 75,000 | 275,051 | 75,000 | 38,781 CHF | 11,878 CHF | 100.00% | 100.00% |
09/07/2024 | 12.58% | 0.13 CHF | 0.15 CHF | 285,707 | 75,000 | 276,072 | 75,000 | 38,666 CHF | 11,917 CHF | 100.00% | 100.00% |
08/07/2024 | 10.02% | 0.14 CHF | 0.16 CHF | 271,485 | 75,000 | 269,666 | 75,000 | 39,952 CHF | 12,287 CHF | 100.00% | 100.00% |
05/07/2024 | 11.30% | 0.14 CHF | 0.16 CHF | 272,462 | 75,000 | 269,246 | 75,000 | 40,750 CHF | 12,719 CHF | 99.62% | 99.62% |
04/07/2024 | 10.88% | 0.15 CHF | 0.17 CHF | 263,302 | 75,000 | 260,973 | 75,000 | 41,370 CHF | 13,258 CHF | 100.00% | 100.00% |
03/07/2024 | 9.42% | 0.16 CHF | 0.17 CHF | 269,949 | 75,000 | 268,975 | 75,000 | 42,200 CHF | 12,934 CHF | 99.73% | 99.73% |
02/07/2024 | 10.30% | 0.16 CHF | 0.18 CHF | 268,100 | 75,000 | 280,773 | 75,000 | 41,700 CHF | 12,407 CHF | 100.00% | 100.00% |