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 | 17.55% | 0.12 CHF | 0.14 CHF | 323,241 | 75,000 | 232,251 | 62,202 | 26,853 CHF | 8,360 CHF | 98.73% | 98.73% |
12/07/2024 | 14.73% | 0.12 CHF | 0.14 CHF | 321,011 | 75,000 | 328,037 | 75,000 | 38,563 CHF | 10,237 CHF | 99.38% | 99.38% |
11/07/2024 | 15.16% | 0.11 CHF | 0.13 CHF | 340,489 | 75,000 | 380,102 | 75,000 | 37,965 CHF | 8,755 CHF | 99.16% | 99.16% |
10/07/2024 | 14.05% | 0.09 CHF | 0.11 CHF | 402,879 | 75,000 | 409,212 | 75,000 | 36,807 CHF | 7,774 CHF | 100.00% | 100.00% |
09/07/2024 | 14.31% | 0.08 CHF | 0.10 CHF | 419,339 | 75,000 | 416,318 | 75,000 | 37,346 CHF | 7,773 CHF | 100.00% | 100.00% |
08/07/2024 | 19.28% | 0.09 CHF | 0.10 CHF | 409,175 | 75,000 | 394,525 | 74,961 | 35,507 CHF | 8,188 CHF | 100.00% | 100.00% |
05/07/2024 | 18.42% | 0.09 CHF | 0.11 CHF | 391,695 | 75,000 | 389,184 | 75,000 | 36,235 CHF | 8,397 CHF | 99.62% | 99.62% |
04/07/2024 | 15.36% | 0.10 CHF | 0.11 CHF | 385,745 | 75,000 | 381,657 | 75,000 | 38,314 CHF | 8,788 CHF | 100.00% | 100.00% |
03/07/2024 | 15.48% | 0.10 CHF | 0.12 CHF | 392,966 | 75,000 | 390,122 | 75,000 | 38,593 CHF | 8,670 CHF | 99.73% | 99.73% |
02/07/2024 | 17.85% | 0.10 CHF | 0.12 CHF | 393,055 | 75,000 | 413,122 | 75,000 | 38,011 CHF | 8,304 CHF | 100.00% | 100.00% |