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 | 14.83% | 0.16 CHF | 0.18 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 3,897 CHF | 4,521 CHF | 74.46% | 74.46% |
12/07/2024 | 8.42% | 0.21 CHF | 0.22 CHF | 231,144 | 50,000 | 243,112 | 50,000 | 47,088 CHF | 10,543 CHF | 97.56% | 97.56% |
11/07/2024 | 7.63% | 0.20 CHF | 0.22 CHF | 238,025 | 50,000 | 246,204 | 50,000 | 48,251 CHF | 10,579 CHF | 97.76% | 97.76% |
10/07/2024 | 7.71% | 0.20 CHF | 0.21 CHF | 248,346 | 50,000 | 251,178 | 50,000 | 48,080 CHF | 10,341 CHF | 90.87% | 90.87% |
09/07/2024 | 7.95% | 0.18 CHF | 0.20 CHF | 264,496 | 50,000 | 241,926 | 50,000 | 48,069 CHF | 10,778 CHF | 92.47% | 92.47% |
08/07/2024 | 7.67% | 0.21 CHF | 0.23 CHF | 225,902 | 50,000 | 216,998 | 50,000 | 48,800 CHF | 12,145 CHF | 99.79% | 99.79% |
05/07/2024 | 7.31% | 0.23 CHF | 0.24 CHF | 223,423 | 50,000 | 222,169 | 50,000 | 49,472 CHF | 11,983 CHF | 80.15% | 80.15% |
04/07/2024 | 7.18% | 0.21 CHF | 0.23 CHF | 228,493 | 50,000 | 238,235 | 50,000 | 48,358 CHF | 10,918 CHF | 74.79% | 74.79% |
03/07/2024 | 9.34% | 0.16 CHF | 0.17 CHF | 282,982 | 50,000 | 282,032 | 50,000 | 44,834 CHF | 8,730 CHF | 99.31% | 99.31% |
02/07/2024 | 9.40% | 0.16 CHF | 0.17 CHF | 291,469 | 50,000 | 303,464 | 50,000 | 44,625 CHF | 8,087 CHF | 98.86% | 98.86% |