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 | 9.39% | 0.10 CHF | 0.11 CHF | 275,178 | 50,000 | 260,409 | 50,000 | 28,375 CHF | 5,996 CHF | 94.81% | 94.81% |
12/07/2024 | 11.94% | 0.13 CHF | 0.14 CHF | 243,429 | 50,000 | 245,604 | 50,000 | 29,949 CHF | 6,872 CHF | 96.90% | 96.90% |
11/07/2024 | 8.81% | 0.12 CHF | 0.13 CHF | 265,530 | 50,000 | 278,834 | 50,000 | 30,700 CHF | 6,014 CHF | 99.09% | 99.09% |
10/07/2024 | 10.75% | 0.10 CHF | 0.11 CHF | 297,160 | 50,000 | 317,671 | 50,000 | 28,831 CHF | 5,056 CHF | 97.71% | 97.71% |
09/07/2024 | 9.52% | 0.10 CHF | 0.11 CHF | 295,112 | 50,000 | 295,112 | 50,000 | 29,511 CHF | 5,500 CHF | 90.98% | 90.98% |
08/07/2024 | 9.89% | 0.10 CHF | 0.11 CHF | 280,106 | 50,000 | 278,490 | 49,818 | 29,704 CHF | 5,863 CHF | 99.46% | 99.46% |
05/07/2024 | 12.90% | 0.10 CHF | 0.12 CHF | 284,847 | 50,000 | 296,483 | 50,000 | 28,610 CHF | 5,498 CHF | 98.47% | 98.47% |
04/07/2024 | 11.34% | 0.09 CHF | 0.10 CHF | 328,544 | 50,000 | 329,809 | 50,000 | 28,308 CHF | 4,807 CHF | 100.00% | 100.00% |
03/07/2024 | 10.67% | 0.09 CHF | 0.10 CHF | 325,582 | 50,000 | 325,039 | 50,000 | 29,214 CHF | 5,000 CHF | 99.73% | 99.73% |
02/07/2024 | 18.65% | 0.08 CHF | 0.10 CHF | 334,679 | 50,000 | 328,891 | 50,000 | 26,852 CHF | 4,927 CHF | 100.00% | 100.00% |