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 | 10.66% | 0.18 CHF | 0.20 CHF | 280,000 | 50,000 | 283,543 | 50,000 | 50,370 CHF | 9,887 CHF | 82.72% | 82.72% |
12/07/2024 | 11.64% | 0.18 CHF | 0.20 CHF | 280,000 | 50,000 | 284,745 | 50,000 | 50,483 CHF | 9,965 CHF | 64.41% | 64.41% |
11/07/2024 | 10.83% | 0.18 CHF | 0.20 CHF | 280,000 | 50,000 | 274,135 | 50,000 | 50,928 CHF | 10,357 CHF | 99.08% | 99.08% |
10/07/2024 | 10.16% | 0.18 CHF | 0.20 CHF | 280,000 | 50,000 | 273,041 | 50,000 | 51,026 CHF | 10,348 CHF | 63.83% | 63.83% |
09/07/2024 | 10.56% | 0.18 CHF | 0.20 CHF | 280,000 | 50,000 | 280,684 | 50,000 | 50,420 CHF | 9,984 CHF | 91.48% | 91.48% |
08/07/2024 | 10.22% | 0.18 CHF | 0.20 CHF | 280,000 | 50,000 | 272,753 | 50,000 | 51,052 CHF | 10,370 CHF | 100.00% | 100.00% |
05/07/2024 | 9.26% | 0.20 CHF | 0.22 CHF | 250,000 | 50,000 | 244,186 | 50,000 | 50,361 CHF | 11,323 CHF | 98.86% | 98.86% |
04/07/2024 | 12.26% | 0.19 CHF | 0.21 CHF | 270,000 | 50,000 | 267,289 | 50,000 | 50,553 CHF | 10,719 CHF | 100.00% | 100.00% |
03/07/2024 | 11.19% | 0.18 CHF | 0.20 CHF | 300,000 | 50,000 | 301,948 | 50,000 | 50,956 CHF | 9,441 CHF | 78.90% | 78.90% |
02/07/2024 | 11.33% | 0.16 CHF | 0.18 CHF | 320,000 | 50,000 | 339,097 | 50,000 | 50,546 CHF | 8,351 CHF | 83.68% | 83.68% |