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 | 21.79% | 0.16 CHF | 0.20 CHF | 320,000 | 50,000 | 316,949 | 50,000 | 51,138 CHF | 10,049 CHF | 99.72% | 99.72% |
12/07/2024 | 23.10% | 0.15 CHF | 0.19 CHF | 340,000 | 50,000 | 355,568 | 50,000 | 50,536 CHF | 8,976 CHF | 82.25% | 82.25% |
11/07/2024 | 25.45% | 0.13 CHF | 0.17 CHF | 390,000 | 50,000 | 383,869 | 50,000 | 50,701 CHF | 8,561 CHF | 93.83% | 93.83% |
10/07/2024 | 22.32% | 0.15 CHF | 0.19 CHF | 340,000 | 50,000 | 362,300 | 50,000 | 50,691 CHF | 8,782 CHF | 93.06% | 93.06% |
09/07/2024 | 22.62% | 0.14 CHF | 0.18 CHF | 360,000 | 50,000 | 351,658 | 50,000 | 50,650 CHF | 9,044 CHF | 100.00% | 100.00% |
08/07/2024 | 21.99% | 0.14 CHF | 0.18 CHF | 360,000 | 50,000 | 329,315 | 50,000 | 51,058 CHF | 9,684 CHF | 93.06% | 93.06% |
05/07/2024 | 20.00% | 0.17 CHF | 0.21 CHF | 300,000 | 50,000 | 322,312 | 50,000 | 51,157 CHF | 9,706 CHF | 96.72% | 96.72% |
04/07/2024 | 23.30% | 0.15 CHF | 0.19 CHF | 340,000 | 50,000 | 301,628 | 47,829 | 47,009 CHF | 9,380 CHF | 100.00% | 100.00% |
03/07/2024 | 29.70% | 0.16 CHF | 0.22 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 4,321 CHF | 5,821 CHF | 100.00% | 100.00% |
02/07/2024 | 22.54% | 0.22 CHF | 0.28 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 5,479 CHF | 6,865 CHF | 100.00% | 100.00% |