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 | 29.91% | 0.08 CHF | 0.11 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 1,993 CHF | 2,690 CHF | 74.47% | 74.47% |
12/07/2024 | 12.13% | 0.12 CHF | 0.13 CHF | 328,656 | 50,000 | 354,503 | 50,000 | 38,484 CHF | 6,134 CHF | 97.56% | 97.56% |
11/07/2024 | 14.59% | 0.11 CHF | 0.13 CHF | 342,832 | 50,000 | 356,791 | 50,000 | 38,667 CHF | 6,275 CHF | 99.09% | 99.09% |
10/07/2024 | 14.13% | 0.11 CHF | 0.12 CHF | 358,150 | 50,000 | 364,145 | 50,000 | 38,327 CHF | 6,061 CHF | 93.70% | 93.70% |
09/07/2024 | 13.08% | 0.10 CHF | 0.12 CHF | 388,172 | 50,000 | 348,436 | 50,000 | 38,775 CHF | 6,362 CHF | 97.81% | 97.81% |
08/07/2024 | 11.84% | 0.12 CHF | 0.14 CHF | 317,786 | 50,000 | 307,920 | 50,000 | 39,980 CHF | 7,313 CHF | 99.79% | 99.79% |
05/07/2024 | 12.78% | 0.13 CHF | 0.15 CHF | 302,660 | 50,000 | 313,915 | 50,000 | 40,622 CHF | 7,357 CHF | 98.87% | 98.87% |
04/07/2024 | 13.62% | 0.12 CHF | 0.14 CHF | 324,253 | 50,000 | 340,846 | 50,000 | 39,393 CHF | 6,633 CHF | 99.72% | 99.72% |
03/07/2024 | 15.79% | 0.08 CHF | 0.10 CHF | 429,390 | 50,000 | 420,067 | 50,000 | 36,404 CHF | 5,076 CHF | 99.31% | 99.31% |
02/07/2024 | 18.05% | 0.09 CHF | 0.10 CHF | 429,181 | 50,000 | 460,047 | 50,000 | 35,944 CHF | 4,683 CHF | 97.40% | 97.40% |