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 | 16.34% | 0.12 CHF | 0.14 CHF | 206,940 | 75,000 | 207,089 | 75,000 | 23,657 CHF | 10,121 CHF | 99.72% | 99.72% |
12/07/2024 | 19.22% | 0.10 CHF | 0.12 CHF | 237,517 | 75,000 | 224,488 | 75,000 | 21,940 CHF | 8,897 CHF | 99.01% | 99.01% |
11/07/2024 | 21.64% | 0.11 CHF | 0.13 CHF | 226,064 | 75,000 | 254,309 | 75,000 | 21,033 CHF | 7,713 CHF | 99.08% | 99.08% |
10/07/2024 | 20.93% | 0.09 CHF | 0.11 CHF | 258,447 | 75,000 | 257,765 | 75,000 | 22,123 CHF | 7,937 CHF | 100.00% | 100.00% |
09/07/2024 | 20.55% | 0.08 CHF | 0.11 CHF | 258,688 | 75,000 | 249,419 | 75,000 | 21,917 CHF | 8,104 CHF | 100.00% | 100.00% |
08/07/2024 | 21.47% | 0.08 CHF | 0.10 CHF | 261,535 | 75,000 | 262,459 | 75,000 | 21,888 CHF | 7,755 CHF | 100.00% | 100.00% |
05/07/2024 | 21.47% | 0.08 CHF | 0.10 CHF | 263,334 | 75,000 | 264,740 | 75,000 | 22,083 CHF | 7,755 CHF | 98.86% | 98.86% |
04/07/2024 | 20.63% | 0.09 CHF | 0.11 CHF | 265,897 | 75,000 | 251,431 | 75,000 | 21,960 CHF | 8,055 CHF | 100.00% | 100.00% |
03/07/2024 | 24.69% | 0.08 CHF | 0.10 CHF | 288,563 | 75,000 | 302,739 | 75,000 | 21,518 CHF | 6,835 CHF | 99.82% | 99.82% |
02/07/2024 | 28.14% | 0.07 CHF | 0.09 CHF | 315,015 | 75,000 | 337,715 | 75,000 | 20,575 CHF | 6,070 CHF | 100.00% | 100.00% |