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 | 10.37% | 0.08 CHF | 0.09 CHF | 358,548 | 25,000 | 335,660 | 25,000 | 30,767 CHF | 2,545 CHF | 97.00% | 97.00% |
12/07/2024 | 10.87% | 0.09 CHF | 0.10 CHF | 325,942 | 25,000 | 362,329 | 25,000 | 31,703 CHF | 2,447 CHF | 98.29% | 98.29% |
11/07/2024 | 10.03% | 0.11 CHF | 0.12 CHF | 324,172 | 25,000 | 353,779 | 25,000 | 33,627 CHF | 2,637 CHF | 99.07% | 99.07% |
10/07/2024 | 10.73% | 0.09 CHF | 0.10 CHF | 372,220 | 25,000 | 367,893 | 25,000 | 32,520 CHF | 2,460 CHF | 93.92% | 93.92% |
09/07/2024 | 8.95% | 0.10 CHF | 0.11 CHF | 331,146 | 25,000 | 332,560 | 25,000 | 35,584 CHF | 2,927 CHF | 92.36% | 92.36% |
08/07/2024 | 12.49% | 0.08 CHF | 0.09 CHF | 404,008 | 25,000 | 381,791 | 25,000 | 28,699 CHF | 2,136 CHF | 100.00% | 100.00% |
05/07/2024 | 8.57% | 0.09 CHF | 0.10 CHF | 337,402 | 25,000 | 311,564 | 25,000 | 35,497 CHF | 3,132 CHF | 89.11% | 89.11% |
04/07/2024 | 9.86% | 0.09 CHF | 0.10 CHF | 339,320 | 25,000 | 337,676 | 25,000 | 32,654 CHF | 2,669 CHF | 100.00% | 100.00% |
03/07/2024 | 11.43% | 0.09 CHF | 0.10 CHF | 332,570 | 25,000 | 362,670 | 25,000 | 29,936 CHF | 2,317 CHF | 99.42% | 99.42% |
02/07/2024 | 9.97% | 0.10 CHF | 0.11 CHF | 334,714 | 25,000 | 349,978 | 25,000 | 33,844 CHF | 2,677 CHF | 93.45% | 93.45% |