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 | 8.77% | 0.12 CHF | 0.13 CHF | 313,422 | 50,000 | 295,813 | 50,000 | 39,327 CHF | 7,270 CHF | 98.61% | 98.61% |
12/07/2024 | 12.54% | 0.12 CHF | 0.13 CHF | 316,229 | 50,000 | 317,814 | 50,000 | 38,134 CHF | 6,806 CHF | 99.38% | 99.38% |
11/07/2024 | 8.65% | 0.13 CHF | 0.14 CHF | 310,604 | 50,000 | 290,687 | 50,000 | 40,152 CHF | 7,551 CHF | 99.15% | 99.15% |
10/07/2024 | 8.15% | 0.17 CHF | 0.18 CHF | 256,520 | 50,000 | 249,423 | 50,000 | 42,149 CHF | 9,176 CHF | 100.00% | 100.00% |
09/07/2024 | 8.51% | 0.17 CHF | 0.19 CHF | 248,408 | 50,000 | 240,587 | 50,000 | 42,551 CHF | 9,632 CHF | 100.00% | 100.00% |
08/07/2024 | 6.97% | 0.17 CHF | 0.18 CHF | 247,964 | 50,000 | 241,635 | 50,000 | 43,048 CHF | 9,557 CHF | 100.00% | 100.00% |
05/07/2024 | 7.85% | 0.17 CHF | 0.18 CHF | 257,052 | 50,000 | 254,527 | 50,000 | 42,284 CHF | 8,990 CHF | 99.62% | 99.62% |
04/07/2024 | 6.48% | 0.17 CHF | 0.19 CHF | 250,685 | 50,000 | 250,760 | 50,000 | 43,407 CHF | 9,237 CHF | 100.00% | 100.00% |
03/07/2024 | 8.34% | 0.16 CHF | 0.17 CHF | 269,678 | 50,000 | 288,766 | 50,000 | 41,312 CHF | 7,795 CHF | 99.73% | 99.73% |
02/07/2024 | 11.56% | 0.12 CHF | 0.13 CHF | 339,497 | 50,000 | 356,299 | 50,000 | 37,451 CHF | 5,910 CHF | 100.00% | 100.00% |