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 | 25.52% | 0.09 CHF | 0.11 CHF | 386,662 | 25,000 | 360,742 | 25,000 | 34,254 CHF | 3,075 CHF | 98.73% | 98.73% |
12/07/2024 | 27.94% | 0.09 CHF | 0.12 CHF | 394,549 | 25,000 | 406,480 | 25,000 | 34,724 CHF | 2,833 CHF | 99.38% | 99.38% |
11/07/2024 | 27.62% | 0.09 CHF | 0.12 CHF | 369,455 | 25,000 | 391,282 | 25,000 | 34,946 CHF | 2,950 CHF | 99.15% | 99.15% |
10/07/2024 | 29.77% | 0.08 CHF | 0.11 CHF | 410,674 | 25,000 | 409,746 | 25,000 | 33,417 CHF | 2,750 CHF | 100.00% | 100.00% |
09/07/2024 | 26.62% | 0.08 CHF | 0.11 CHF | 406,605 | 25,000 | 386,997 | 25,000 | 34,552 CHF | 2,920 CHF | 100.00% | 100.00% |
08/07/2024 | 26.23% | 0.09 CHF | 0.12 CHF | 393,307 | 25,000 | 374,947 | 25,000 | 35,021 CHF | 3,042 CHF | 100.00% | 100.00% |
05/07/2024 | 25.15% | 0.10 CHF | 0.13 CHF | 343,602 | 25,000 | 348,434 | 25,000 | 35,429 CHF | 3,273 CHF | 99.62% | 99.62% |
04/07/2024 | 21.40% | 0.11 CHF | 0.14 CHF | 328,585 | 25,000 | 313,932 | 25,000 | 37,143 CHF | 3,677 CHF | 100.00% | 100.00% |
03/07/2024 | 20.00% | 0.13 CHF | 0.15 CHF | 307,595 | 25,000 | 332,210 | 25,000 | 38,028 CHF | 3,520 CHF | 96.53% | 96.53% |
02/07/2024 | 35.08% | 0.07 CHF | 0.10 CHF | 449,585 | 25,000 | 443,404 | 25,000 | 31,221 CHF | 2,509 CHF | 100.00% | 100.00% |