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 | 21.91% | 0.11 CHF | 0.13 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,673 CHF | 3,322 CHF | 74.47% | 74.47% |
12/07/2024 | 9.72% | 0.16 CHF | 0.18 CHF | 237,550 | 50,000 | 255,691 | 50,000 | 37,988 CHF | 8,197 CHF | 97.56% | 97.56% |
11/07/2024 | 10.31% | 0.16 CHF | 0.17 CHF | 249,631 | 50,000 | 259,106 | 50,000 | 38,664 CHF | 8,275 CHF | 99.09% | 99.09% |
10/07/2024 | 11.57% | 0.15 CHF | 0.16 CHF | 260,370 | 50,000 | 266,925 | 50,000 | 38,265 CHF | 8,049 CHF | 93.70% | 93.70% |
09/07/2024 | 10.09% | 0.14 CHF | 0.15 CHF | 280,734 | 50,000 | 253,062 | 50,000 | 38,649 CHF | 8,471 CHF | 97.68% | 97.68% |
08/07/2024 | 8.53% | 0.17 CHF | 0.18 CHF | 233,565 | 50,000 | 223,393 | 50,000 | 39,644 CHF | 9,666 CHF | 99.79% | 99.79% |
05/07/2024 | 9.40% | 0.18 CHF | 0.20 CHF | 226,136 | 50,000 | 228,052 | 50,000 | 40,053 CHF | 9,650 CHF | 98.87% | 98.87% |
04/07/2024 | 9.27% | 0.17 CHF | 0.18 CHF | 236,260 | 50,000 | 247,832 | 50,000 | 39,035 CHF | 8,656 CHF | 99.72% | 99.72% |
03/07/2024 | 12.65% | 0.11 CHF | 0.13 CHF | 310,369 | 50,000 | 306,651 | 50,000 | 35,893 CHF | 6,648 CHF | 99.31% | 99.31% |
02/07/2024 | 13.57% | 0.12 CHF | 0.13 CHF | 310,432 | 50,000 | 334,119 | 50,000 | 35,383 CHF | 6,073 CHF | 98.85% | 98.85% |