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 | 17.51% | 0.08 CHF | 0.09 CHF | 409,586 | 50,000 | 382,222 | 50,000 | 30,936 CHF | 4,826 CHF | 98.73% | 98.73% |
12/07/2024 | 17.42% | 0.08 CHF | 0.10 CHF | 375,523 | 50,000 | 395,876 | 50,000 | 31,867 CHF | 4,799 CHF | 99.38% | 99.38% |
11/07/2024 | 14.96% | 0.08 CHF | 0.10 CHF | 374,456 | 50,000 | 394,727 | 50,000 | 31,424 CHF | 4,629 CHF | 99.15% | 99.15% |
10/07/2024 | 16.20% | 0.08 CHF | 0.09 CHF | 397,042 | 50,000 | 389,208 | 50,000 | 31,137 CHF | 4,712 CHF | 100.00% | 100.00% |
09/07/2024 | 17.54% | 0.08 CHF | 0.10 CHF | 395,828 | 50,000 | 388,973 | 50,000 | 32,574 CHF | 4,990 CHF | 100.00% | 100.00% |
08/07/2024 | 19.04% | 0.08 CHF | 0.10 CHF | 396,827 | 50,000 | 400,019 | 50,000 | 32,002 CHF | 4,848 CHF | 100.00% | 100.00% |
05/07/2024 | 23.50% | 0.07 CHF | 0.09 CHF | 439,310 | 50,000 | 417,374 | 50,000 | 29,616 CHF | 4,490 CHF | 99.62% | 99.62% |
04/07/2024 | 21.06% | 0.07 CHF | 0.09 CHF | 419,189 | 50,000 | 405,946 | 50,000 | 30,575 CHF | 4,658 CHF | 100.00% | 100.00% |
03/07/2024 | 21.20% | 0.08 CHF | 0.10 CHF | 408,285 | 50,000 | 402,804 | 50,000 | 32,534 CHF | 4,995 CHF | 99.73% | 99.73% |
02/07/2024 | 18.77% | 0.08 CHF | 0.10 CHF | 389,366 | 50,000 | 409,130 | 50,000 | 32,780 CHF | 4,842 CHF | 100.00% | 100.00% |