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 | 10.52% | 0.16 CHF | 0.17 CHF | 154,913 | 50,000 | 154,043 | 50,000 | 25,455 CHF | 9,182 CHF | 98.72% | 98.72% |
12/07/2024 | 8.31% | 0.18 CHF | 0.20 CHF | 152,581 | 50,000 | 153,564 | 50,000 | 27,011 CHF | 9,556 CHF | 99.38% | 99.38% |
11/07/2024 | 11.77% | 0.17 CHF | 0.18 CHF | 154,050 | 50,000 | 156,495 | 50,000 | 22,698 CHF | 8,158 CHF | 99.16% | 99.16% |
10/07/2024 | 11.00% | 0.14 CHF | 0.16 CHF | 157,429 | 50,000 | 157,493 | 50,000 | 21,660 CHF | 7,679 CHF | 100.00% | 100.00% |
09/07/2024 | 11.55% | 0.12 CHF | 0.13 CHF | 159,407 | 50,000 | 157,234 | 50,000 | 21,661 CHF | 7,729 CHF | 100.00% | 100.00% |
08/07/2024 | 9.54% | 0.16 CHF | 0.17 CHF | 155,548 | 50,000 | 155,245 | 50,000 | 24,398 CHF | 8,644 CHF | 100.00% | 100.00% |
05/07/2024 | 7.52% | 0.16 CHF | 0.17 CHF | 155,854 | 50,000 | 155,059 | 50,000 | 26,044 CHF | 9,058 CHF | 99.62% | 99.62% |
04/07/2024 | 9.08% | 0.16 CHF | 0.17 CHF | 156,033 | 50,000 | 155,951 | 50,000 | 25,046 CHF | 8,793 CHF | 100.00% | 100.00% |
03/07/2024 | 12.04% | 0.15 CHF | 0.17 CHF | 156,660 | 50,000 | 158,072 | 50,000 | 22,228 CHF | 7,933 CHF | 99.73% | 99.73% |
02/07/2024 | 13.96% | 0.12 CHF | 0.13 CHF | 160,366 | 50,000 | 159,970 | 50,000 | 19,306 CHF | 6,939 CHF | 100.00% | 100.00% |