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 | 11.77% | 0.31 CHF | 0.35 CHF | 170,000 | 50,000 | 164,924 | 50,000 | 51,913 CHF | 17,716 CHF | 99.72% | 99.72% |
12/07/2024 | 12.03% | 0.30 CHF | 0.34 CHF | 170,000 | 50,000 | 178,805 | 50,000 | 51,003 CHF | 16,096 CHF | 82.25% | 82.25% |
11/07/2024 | 13.45% | 0.27 CHF | 0.31 CHF | 190,000 | 50,000 | 188,158 | 50,000 | 51,394 CHF | 15,655 CHF | 93.83% | 93.83% |
10/07/2024 | 12.53% | 0.30 CHF | 0.34 CHF | 170,000 | 50,000 | 180,318 | 50,000 | 50,979 CHF | 16,043 CHF | 93.06% | 93.06% |
09/07/2024 | 11.88% | 0.28 CHF | 0.32 CHF | 180,000 | 50,000 | 179,526 | 50,000 | 51,092 CHF | 16,031 CHF | 100.00% | 100.00% |
08/07/2024 | 11.91% | 0.29 CHF | 0.32 CHF | 180,000 | 50,000 | 173,196 | 50,000 | 51,632 CHF | 16,802 CHF | 93.06% | 93.06% |
05/07/2024 | 11.49% | 0.32 CHF | 0.35 CHF | 160,000 | 50,000 | 171,759 | 50,000 | 51,298 CHF | 16,758 CHF | 96.72% | 96.72% |
04/07/2024 | 12.71% | 0.29 CHF | 0.33 CHF | 180,000 | 50,000 | 161,027 | 47,829 | 47,678 CHF | 16,078 CHF | 100.00% | 100.00% |
03/07/2024 | 17.18% | 0.30 CHF | 0.36 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 8,001 CHF | 9,501 CHF | 100.00% | 100.00% |
02/07/2024 | 14.01% | 0.38 CHF | 0.43 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 9,331 CHF | 10,731 CHF | 99.86% | 99.86% |