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 | 21.35% | 0.10 CHF | 0.13 CHF | 258,310 | 25,000 | 251,116 | 25,000 | 26,369 CHF | 3,250 CHF | 94.51% | 94.51% |
12/07/2024 | 24.50% | 0.10 CHF | 0.13 CHF | 249,402 | 25,000 | 247,029 | 25,000 | 25,579 CHF | 3,310 CHF | 98.90% | 98.90% |
11/07/2024 | 25.29% | 0.10 CHF | 0.13 CHF | 261,028 | 25,000 | 275,261 | 25,000 | 25,304 CHF | 2,968 CHF | 98.05% | 98.05% |
10/07/2024 | 27.26% | 0.09 CHF | 0.11 CHF | 283,821 | 25,000 | 287,136 | 25,000 | 24,740 CHF | 2,835 CHF | 99.89% | 99.89% |
09/07/2024 | 24.49% | 0.09 CHF | 0.11 CHF | 285,919 | 25,000 | 286,408 | 25,000 | 24,666 CHF | 2,750 CHF | 99.90% | 99.90% |
08/07/2024 | 30.04% | 0.08 CHF | 0.11 CHF | 287,101 | 25,000 | 295,662 | 25,000 | 23,960 CHF | 2,742 CHF | 100.00% | 100.00% |
05/07/2024 | 28.74% | 0.08 CHF | 0.10 CHF | 303,855 | 25,000 | 296,388 | 25,000 | 23,241 CHF | 2,621 CHF | 98.86% | 98.86% |
04/07/2024 | 25.55% | 0.08 CHF | 0.10 CHF | 301,617 | 25,000 | 310,161 | 25,000 | 23,993 CHF | 2,503 CHF | 100.00% | 100.00% |
03/07/2024 | 31.13% | 0.07 CHF | 0.09 CHF | 337,500 | 25,000 | 320,588 | 25,000 | 22,595 CHF | 2,416 CHF | 99.73% | 99.73% |
02/07/2024 | 34.28% | 0.07 CHF | 0.10 CHF | 335,953 | 25,000 | 316,212 | 25,000 | 22,616 CHF | 2,527 CHF | 100.00% | 100.00% |