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 | 23.36% | 0.09 CHF | 0.10 CHF | 346,311 | 75,000 | 251,523 | 62,201 | 20,857 CHF | 6,323 CHF | 98.73% | 98.73% |
12/07/2024 | 16.01% | 0.09 CHF | 0.11 CHF | 349,845 | 75,000 | 358,921 | 75,000 | 30,834 CHF | 7,578 CHF | 99.38% | 99.38% |
11/07/2024 | 20.26% | 0.08 CHF | 0.10 CHF | 379,657 | 75,000 | 419,393 | 75,000 | 28,365 CHF | 6,265 CHF | 99.15% | 99.15% |
10/07/2024 | 19.16% | 0.06 CHF | 0.07 CHF | 456,488 | 75,000 | 466,543 | 75,000 | 27,386 CHF | 5,336 CHF | 100.00% | 100.00% |
09/07/2024 | 19.77% | 0.05 CHF | 0.07 CHF | 480,860 | 75,000 | 471,366 | 75,000 | 27,902 CHF | 5,419 CHF | 100.00% | 100.00% |
08/07/2024 | 26.64% | 0.06 CHF | 0.07 CHF | 464,006 | 75,000 | 447,067 | 75,000 | 26,824 CHF | 5,890 CHF | 100.00% | 100.00% |
05/07/2024 | 26.69% | 0.06 CHF | 0.08 CHF | 439,650 | 75,000 | 430,643 | 75,000 | 26,673 CHF | 6,074 CHF | 99.62% | 99.62% |
04/07/2024 | 22.35% | 0.07 CHF | 0.08 CHF | 438,246 | 75,000 | 423,045 | 75,000 | 29,005 CHF | 6,444 CHF | 100.00% | 100.00% |
03/07/2024 | 21.55% | 0.07 CHF | 0.09 CHF | 437,390 | 75,000 | 432,121 | 75,000 | 29,902 CHF | 6,452 CHF | 99.73% | 99.73% |
02/07/2024 | 22.56% | 0.07 CHF | 0.09 CHF | 433,176 | 75,000 | 461,164 | 75,000 | 29,612 CHF | 6,091 CHF | 100.00% | 100.00% |