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 | 14.51% | 0.17 CHF | 0.19 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 4,118 CHF | 4,754 CHF | 73.63% | 73.63% |
12/07/2024 | 7.59% | 0.24 CHF | 0.26 CHF | 161,534 | 50,000 | 169,420 | 50,000 | 37,796 CHF | 12,043 CHF | 97.56% | 97.56% |
11/07/2024 | 7.46% | 0.23 CHF | 0.25 CHF | 166,772 | 50,000 | 172,547 | 50,000 | 37,786 CHF | 11,804 CHF | 99.09% | 99.09% |
10/07/2024 | 7.15% | 0.22 CHF | 0.24 CHF | 173,360 | 50,000 | 176,825 | 50,000 | 37,601 CHF | 11,426 CHF | 93.70% | 93.70% |
09/07/2024 | 7.12% | 0.20 CHF | 0.22 CHF | 184,984 | 50,000 | 170,856 | 50,000 | 38,718 CHF | 12,199 CHF | 97.31% | 97.31% |
08/07/2024 | 6.12% | 0.26 CHF | 0.28 CHF | 158,031 | 50,000 | 153,840 | 50,000 | 42,245 CHF | 14,602 CHF | 99.79% | 99.79% |
05/07/2024 | 6.14% | 0.28 CHF | 0.30 CHF | 154,537 | 50,000 | 156,169 | 50,000 | 42,483 CHF | 14,467 CHF | 98.87% | 98.87% |
04/07/2024 | 6.24% | 0.26 CHF | 0.27 CHF | 160,468 | 50,000 | 166,199 | 50,000 | 40,114 CHF | 12,865 CHF | 99.72% | 99.72% |
03/07/2024 | 9.15% | 0.17 CHF | 0.19 CHF | 201,629 | 50,000 | 199,486 | 50,000 | 34,543 CHF | 9,494 CHF | 99.31% | 99.31% |
02/07/2024 | 9.40% | 0.17 CHF | 0.19 CHF | 204,332 | 50,000 | 215,102 | 50,000 | 33,495 CHF | 8,569 CHF | 98.21% | 98.21% |