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 | 14.97% | 0.11 CHF | 0.13 CHF | 247,648 | 20,000 | 245,279 | 20,000 | 28,610 CHF | 2,711 CHF | 99.72% | 99.72% |
12/07/2024 | 13.19% | 0.13 CHF | 0.15 CHF | 232,164 | 20,000 | 244,835 | 20,000 | 28,999 CHF | 2,704 CHF | 99.01% | 99.01% |
11/07/2024 | 16.16% | 0.12 CHF | 0.13 CHF | 244,782 | 20,000 | 261,138 | 20,000 | 27,577 CHF | 2,486 CHF | 99.08% | 99.08% |
10/07/2024 | 17.60% | 0.10 CHF | 0.12 CHF | 285,053 | 20,000 | 277,886 | 20,000 | 27,954 CHF | 2,400 CHF | 100.00% | 100.00% |
09/07/2024 | 15.52% | 0.09 CHF | 0.11 CHF | 288,706 | 20,000 | 288,693 | 20,000 | 28,227 CHF | 2,286 CHF | 100.00% | 100.00% |
08/07/2024 | 15.53% | 0.09 CHF | 0.11 CHF | 287,831 | 20,000 | 303,058 | 20,000 | 27,840 CHF | 2,150 CHF | 100.00% | 100.00% |
05/07/2024 | 19.38% | 0.08 CHF | 0.10 CHF | 315,485 | 20,000 | 297,163 | 20,000 | 27,133 CHF | 2,221 CHF | 98.97% | 98.97% |
04/07/2024 | 17.13% | 0.09 CHF | 0.11 CHF | 307,412 | 20,000 | 313,022 | 20,000 | 27,874 CHF | 2,117 CHF | 100.00% | 100.00% |
03/07/2024 | 21.75% | 0.08 CHF | 0.10 CHF | 318,697 | 20,000 | 318,653 | 20,000 | 25,635 CHF | 2,001 CHF | 98.25% | 98.25% |
02/07/2024 | 20.13% | 0.09 CHF | 0.11 CHF | 316,906 | 20,000 | 337,609 | 20,000 | 27,674 CHF | 2,009 CHF | 99.90% | 99.90% |