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 | 8.90% | 0.10 CHF | 0.11 CHF | 315,926 | 50,000 | 307,109 | 50,000 | 33,030 CHF | 5,879 CHF | 81.98% | 81.98% |
12/07/2024 | 9.29% | 0.10 CHF | 0.11 CHF | 308,018 | 50,000 | 311,208 | 50,000 | 32,028 CHF | 5,642 CHF | 91.40% | 91.40% |
11/07/2024 | 9.14% | 0.10 CHF | 0.11 CHF | 316,228 | 50,000 | 319,421 | 50,000 | 33,458 CHF | 5,735 CHF | 98.67% | 98.67% |
10/07/2024 | 10.43% | 0.10 CHF | 0.11 CHF | 345,959 | 50,000 | 354,538 | 50,000 | 32,246 CHF | 5,049 CHF | 99.41% | 99.41% |
09/07/2024 | 10.68% | 0.08 CHF | 0.09 CHF | 371,789 | 50,000 | 352,531 | 50,000 | 31,271 CHF | 4,939 CHF | 87.05% | 87.05% |
08/07/2024 | 10.59% | 0.08 CHF | 0.09 CHF | 376,459 | 50,000 | 376,794 | 50,000 | 33,730 CHF | 4,976 CHF | 88.03% | 88.03% |
05/07/2024 | 11.03% | 0.08 CHF | 0.09 CHF | 376,473 | 50,000 | 372,105 | 50,000 | 31,962 CHF | 4,797 CHF | 97.09% | 97.09% |
04/07/2024 | 10.66% | 0.09 CHF | 0.10 CHF | 374,643 | 50,000 | 377,316 | 50,000 | 33,555 CHF | 4,946 CHF | 98.24% | 98.24% |
03/07/2024 | 11.99% | 0.08 CHF | 0.09 CHF | 423,972 | 50,000 | 422,097 | 50,000 | 33,169 CHF | 4,428 CHF | 99.65% | 99.65% |
02/07/2024 | 12.99% | 0.08 CHF | 0.09 CHF | 422,377 | 50,000 | 455,188 | 50,000 | 32,792 CHF | 4,109 CHF | 98.10% | 98.10% |