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 | 10.62% | 0.35 CHF | 0.39 CHF | 150,000 | 50,000 | 148,922 | 50,000 | 51,931 CHF | 19,402 CHF | 99.72% | 99.72% |
12/07/2024 | 11.06% | 0.33 CHF | 0.37 CHF | 160,000 | 50,000 | 164,689 | 50,000 | 52,140 CHF | 17,697 CHF | 82.25% | 82.25% |
11/07/2024 | 11.88% | 0.30 CHF | 0.34 CHF | 170,000 | 50,000 | 169,906 | 50,000 | 51,537 CHF | 17,110 CHF | 93.83% | 93.83% |
10/07/2024 | 11.18% | 0.33 CHF | 0.37 CHF | 160,000 | 50,000 | 166,559 | 50,000 | 52,110 CHF | 17,509 CHF | 93.06% | 93.06% |
09/07/2024 | 10.19% | 0.31 CHF | 0.35 CHF | 170,000 | 50,000 | 165,841 | 50,000 | 52,146 CHF | 17,420 CHF | 100.00% | 100.00% |
08/07/2024 | 10.75% | 0.31 CHF | 0.35 CHF | 170,000 | 50,000 | 158,767 | 50,000 | 52,046 CHF | 18,264 CHF | 93.06% | 93.06% |
05/07/2024 | 10.74% | 0.35 CHF | 0.38 CHF | 150,000 | 50,000 | 159,427 | 50,000 | 52,326 CHF | 18,276 CHF | 96.72% | 96.72% |
04/07/2024 | 11.64% | 0.32 CHF | 0.36 CHF | 160,000 | 50,000 | 148,152 | 47,829 | 48,322 CHF | 17,513 CHF | 100.00% | 100.00% |
03/07/2024 | 15.76% | 0.33 CHF | 0.39 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 8,786 CHF | 10,286 CHF | 100.00% | 100.00% |
02/07/2024 | 12.94% | 0.41 CHF | 0.47 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 10,143 CHF | 11,543 CHF | 100.00% | 100.00% |