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 | 17.69% | 0.20 CHF | 0.24 CHF | 250,000 | 50,000 | 255,266 | 50,000 | 50,352 CHF | 11,791 CHF | 99.72% | 99.72% |
12/07/2024 | 19.34% | 0.19 CHF | 0.22 CHF | 270,000 | 50,000 | 290,079 | 50,000 | 50,877 CHF | 10,663 CHF | 82.25% | 82.25% |
11/07/2024 | 21.41% | 0.16 CHF | 0.20 CHF | 320,000 | 50,000 | 313,649 | 50,000 | 51,129 CHF | 10,140 CHF | 93.83% | 93.83% |
10/07/2024 | 18.92% | 0.19 CHF | 0.22 CHF | 270,000 | 50,000 | 297,946 | 50,000 | 51,001 CHF | 10,382 CHF | 93.06% | 93.06% |
09/07/2024 | 19.43% | 0.17 CHF | 0.21 CHF | 300,000 | 50,000 | 291,275 | 50,000 | 50,778 CHF | 10,601 CHF | 100.00% | 100.00% |
08/07/2024 | 18.15% | 0.18 CHF | 0.21 CHF | 280,000 | 50,000 | 271,571 | 50,000 | 50,868 CHF | 11,251 CHF | 93.06% | 93.06% |
05/07/2024 | 18.29% | 0.21 CHF | 0.24 CHF | 240,000 | 50,000 | 270,644 | 50,000 | 51,084 CHF | 11,343 CHF | 96.72% | 96.72% |
04/07/2024 | 19.50% | 0.18 CHF | 0.22 CHF | 280,000 | 50,000 | 252,153 | 47,829 | 46,919 CHF | 10,817 CHF | 100.00% | 100.00% |
03/07/2024 | 25.43% | 0.19 CHF | 0.25 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 5,175 CHF | 6,675 CHF | 100.00% | 100.00% |
02/07/2024 | 20.12% | 0.26 CHF | 0.31 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 6,373 CHF | 7,791 CHF | 100.00% | 100.00% |