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 | 12.85% | 0.15 CHF | 0.17 CHF | 232,984 | 50,000 | 227,462 | 50,000 | 34,362 CHF | 8,594 CHF | 99.72% | 99.72% |
12/07/2024 | 12.35% | 0.16 CHF | 0.18 CHF | 228,779 | 50,000 | 232,149 | 50,000 | 35,276 CHF | 8,599 CHF | 99.01% | 99.01% |
11/07/2024 | 12.07% | 0.15 CHF | 0.17 CHF | 228,002 | 50,000 | 222,560 | 50,000 | 35,236 CHF | 8,934 CHF | 99.08% | 99.08% |
10/07/2024 | 11.31% | 0.16 CHF | 0.18 CHF | 220,649 | 50,000 | 223,019 | 50,000 | 37,242 CHF | 9,348 CHF | 63.83% | 63.83% |
09/07/2024 | 12.09% | 0.15 CHF | 0.17 CHF | 232,407 | 50,000 | 232,848 | 50,000 | 36,220 CHF | 8,778 CHF | 100.00% | 100.00% |
08/07/2024 | 11.32% | 0.16 CHF | 0.18 CHF | 226,016 | 50,000 | 219,751 | 50,000 | 36,730 CHF | 9,362 CHF | 100.00% | 100.00% |
05/07/2024 | 9.88% | 0.18 CHF | 0.20 CHF | 211,597 | 50,000 | 207,830 | 50,000 | 40,205 CHF | 10,683 CHF | 98.86% | 98.86% |
04/07/2024 | 13.35% | 0.17 CHF | 0.19 CHF | 229,737 | 50,000 | 225,945 | 50,000 | 37,967 CHF | 9,611 CHF | 84.52% | 84.52% |
03/07/2024 | 12.72% | 0.19 CHF | 0.21 CHF | 202,081 | 50,000 | 241,741 | 50,000 | 35,602 CHF | 8,393 CHF | 99.82% | 99.82% |
02/07/2024 | 15.06% | 0.13 CHF | 0.15 CHF | 270,853 | 50,000 | 283,842 | 50,000 | 34,188 CHF | 7,004 CHF | 100.00% | 100.00% |