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 | 7.21% | 0.22 CHF | 0.23 CHF | 182,445 | 50,000 | 182,833 | 50,000 | 38,372 CHF | 11,286 CHF | 98.73% | 98.73% |
12/07/2024 | 9.72% | 0.19 CHF | 0.21 CHF | 25,000 | 25,000 | 121,712 | 38,897 | 21,897 CHF | 7,666 CHF | 25.59% | 25.59% |
11/07/2024 | 12.84% | 0.12 CHF | 0.13 CHF | 272,538 | 50,000 | 301,852 | 50,000 | 30,211 CHF | 5,707 CHF | 99.15% | 99.15% |
10/07/2024 | 11.97% | 0.10 CHF | 0.11 CHF | 309,687 | 50,000 | 312,209 | 50,000 | 29,731 CHF | 5,366 CHF | 100.00% | 100.00% |
09/07/2024 | 14.25% | 0.10 CHF | 0.11 CHF | 293,941 | 50,000 | 293,563 | 50,000 | 29,562 CHF | 5,811 CHF | 100.00% | 100.00% |
08/07/2024 | 10.20% | 0.10 CHF | 0.12 CHF | 296,407 | 50,000 | 294,433 | 50,000 | 30,071 CHF | 5,657 CHF | 100.00% | 100.00% |
05/07/2024 | 10.40% | 0.10 CHF | 0.11 CHF | 293,412 | 50,000 | 281,695 | 50,000 | 30,595 CHF | 6,030 CHF | 99.62% | 99.62% |
04/07/2024 | 13.50% | 0.11 CHF | 0.12 CHF | 290,284 | 50,000 | 300,712 | 50,000 | 30,234 CHF | 5,760 CHF | 100.00% | 100.00% |
03/07/2024 | 11.87% | 0.10 CHF | 0.11 CHF | 311,280 | 50,000 | 307,831 | 50,000 | 30,583 CHF | 5,597 CHF | 99.73% | 99.73% |
02/07/2024 | 11.45% | 0.10 CHF | 0.12 CHF | 293,575 | 50,000 | 292,033 | 50,000 | 30,910 CHF | 5,933 CHF | 100.00% | 100.00% |