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 | 8.32% | 0.10 CHF | 0.11 CHF | 260,427 | 25,000 | 247,682 | 25,000 | 28,623 CHF | 3,145 CHF | 97.00% | 97.00% |
12/07/2024 | 9.01% | 0.12 CHF | 0.13 CHF | 251,694 | 25,000 | 270,312 | 25,000 | 28,723 CHF | 2,915 CHF | 98.76% | 98.76% |
11/07/2024 | 8.82% | 0.12 CHF | 0.13 CHF | 243,410 | 25,000 | 270,271 | 25,000 | 29,333 CHF | 2,966 CHF | 99.07% | 99.07% |
10/07/2024 | 9.65% | 0.10 CHF | 0.11 CHF | 292,130 | 25,000 | 288,565 | 25,000 | 28,481 CHF | 2,718 CHF | 100.00% | 100.00% |
09/07/2024 | 8.84% | 0.10 CHF | 0.11 CHF | 276,240 | 25,000 | 265,296 | 25,000 | 28,689 CHF | 2,955 CHF | 100.00% | 100.00% |
08/07/2024 | 10.22% | 0.09 CHF | 0.10 CHF | 292,364 | 25,000 | 288,587 | 25,000 | 26,851 CHF | 2,579 CHF | 100.00% | 100.00% |
05/07/2024 | 7.43% | 0.11 CHF | 0.12 CHF | 251,687 | 25,000 | 256,704 | 25,000 | 33,601 CHF | 3,520 CHF | 89.12% | 89.12% |
04/07/2024 | 8.18% | 0.12 CHF | 0.13 CHF | 256,634 | 25,000 | 261,534 | 25,000 | 30,725 CHF | 3,187 CHF | 100.00% | 100.00% |
03/07/2024 | 9.17% | 0.12 CHF | 0.13 CHF | 239,956 | 25,000 | 266,654 | 25,000 | 27,809 CHF | 2,866 CHF | 99.42% | 99.42% |
02/07/2024 | 8.72% | 0.10 CHF | 0.11 CHF | 279,481 | 25,000 | 267,977 | 25,000 | 29,394 CHF | 2,992 CHF | 63.44% | 63.44% |