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 | 10.82% | 0.15 CHF | 0.17 CHF | 173,486 | 20,000 | 167,339 | 20,000 | 26,908 CHF | 3,585 CHF | 99.72% | 99.72% |
12/07/2024 | 10.94% | 0.18 CHF | 0.19 CHF | 159,840 | 20,000 | 170,853 | 20,000 | 27,422 CHF | 3,585 CHF | 99.01% | 99.01% |
11/07/2024 | 12.59% | 0.16 CHF | 0.18 CHF | 173,324 | 20,000 | 181,385 | 20,000 | 26,358 CHF | 3,300 CHF | 99.09% | 99.09% |
10/07/2024 | 10.88% | 0.14 CHF | 0.15 CHF | 193,384 | 20,000 | 191,034 | 20,000 | 26,415 CHF | 3,084 CHF | 100.00% | 100.00% |
09/07/2024 | 14.17% | 0.13 CHF | 0.15 CHF | 203,962 | 20,000 | 203,957 | 20,000 | 26,265 CHF | 2,968 CHF | 100.00% | 100.00% |
08/07/2024 | 14.33% | 0.13 CHF | 0.14 CHF | 203,104 | 20,000 | 212,033 | 20,000 | 25,955 CHF | 2,828 CHF | 100.00% | 100.00% |
05/07/2024 | 13.43% | 0.11 CHF | 0.13 CHF | 219,906 | 20,000 | 205,541 | 20,000 | 25,565 CHF | 2,850 CHF | 98.97% | 98.97% |
04/07/2024 | 13.54% | 0.12 CHF | 0.14 CHF | 218,294 | 20,000 | 220,005 | 20,000 | 26,151 CHF | 2,725 CHF | 100.00% | 100.00% |
03/07/2024 | 16.41% | 0.11 CHF | 0.13 CHF | 222,512 | 20,000 | 222,503 | 20,000 | 24,565 CHF | 2,602 CHF | 98.25% | 98.25% |
02/07/2024 | 13.72% | 0.12 CHF | 0.14 CHF | 221,420 | 20,000 | 235,089 | 20,000 | 25,888 CHF | 2,532 CHF | 98.95% | 98.95% |