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 | 10.08% | 0.14 CHF | 0.16 CHF | 187,378 | 50,000 | 178,943 | 50,000 | 27,417 CHF | 8,485 CHF | 98.73% | 98.73% |
12/07/2024 | 11.02% | 0.16 CHF | 0.18 CHF | 173,881 | 50,000 | 183,713 | 50,000 | 27,923 CHF | 8,490 CHF | 99.38% | 99.38% |
11/07/2024 | 8.22% | 0.15 CHF | 0.17 CHF | 182,078 | 50,000 | 186,838 | 50,000 | 28,119 CHF | 8,174 CHF | 99.16% | 99.16% |
10/07/2024 | 8.84% | 0.15 CHF | 0.16 CHF | 191,714 | 50,000 | 187,995 | 50,000 | 28,972 CHF | 8,420 CHF | 100.00% | 100.00% |
09/07/2024 | 9.08% | 0.15 CHF | 0.17 CHF | 187,871 | 50,000 | 184,420 | 50,000 | 29,995 CHF | 8,914 CHF | 100.00% | 100.00% |
08/07/2024 | 9.71% | 0.16 CHF | 0.17 CHF | 188,857 | 50,000 | 188,529 | 50,000 | 29,383 CHF | 8,591 CHF | 100.00% | 100.00% |
05/07/2024 | 9.18% | 0.14 CHF | 0.15 CHF | 201,889 | 50,000 | 201,985 | 50,000 | 28,312 CHF | 7,685 CHF | 99.62% | 99.62% |
04/07/2024 | 12.04% | 0.14 CHF | 0.16 CHF | 199,396 | 50,000 | 196,276 | 50,000 | 29,100 CHF | 8,369 CHF | 100.00% | 100.00% |
03/07/2024 | 8.99% | 0.16 CHF | 0.18 CHF | 194,678 | 50,000 | 195,741 | 50,000 | 31,171 CHF | 8,715 CHF | 99.73% | 99.73% |
02/07/2024 | 10.61% | 0.16 CHF | 0.18 CHF | 192,319 | 50,000 | 201,965 | 50,000 | 30,751 CHF | 8,475 CHF | 100.00% | 100.00% |