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 | 10.63% | 0.09 CHF | 0.10 CHF | 166,572 | 50,000 | 154,389 | 50,000 | 14,848 CHF | 5,367 CHF | 98.73% | 98.73% |
12/07/2024 | 11.11% | 0.10 CHF | 0.11 CHF | 157,293 | 50,000 | 167,155 | 50,000 | 14,978 CHF | 5,014 CHF | 99.38% | 99.38% |
11/07/2024 | 14.03% | 0.08 CHF | 0.10 CHF | 171,219 | 50,000 | 166,038 | 50,000 | 14,345 CHF | 4,975 CHF | 99.16% | 99.16% |
10/07/2024 | 12.07% | 0.09 CHF | 0.10 CHF | 173,424 | 50,000 | 159,139 | 50,000 | 14,991 CHF | 5,330 CHF | 100.00% | 100.00% |
09/07/2024 | 8.73% | 0.10 CHF | 0.11 CHF | 150,157 | 50,000 | 146,146 | 50,000 | 16,546 CHF | 6,188 CHF | 100.00% | 100.00% |
08/07/2024 | 11.46% | 0.09 CHF | 0.10 CHF | 176,782 | 50,000 | 163,935 | 50,000 | 14,862 CHF | 5,088 CHF | 100.00% | 100.00% |
05/07/2024 | 11.57% | 0.09 CHF | 0.10 CHF | 165,563 | 50,000 | 148,643 | 47,893 | 14,324 CHF | 5,137 CHF | 99.62% | 99.62% |
04/07/2024 | 16.18% | 0.06 CHF | 0.07 CHF | 217,070 | 50,000 | 216,902 | 50,000 | 13,176 CHF | 3,574 CHF | 100.00% | 100.00% |
03/07/2024 | 14.32% | 0.06 CHF | 0.07 CHF | 216,705 | 50,000 | 208,089 | 50,000 | 14,292 CHF | 3,973 CHF | 99.73% | 99.73% |
02/07/2024 | 15.13% | 0.07 CHF | 0.08 CHF | 219,585 | 50,000 | 218,530 | 50,000 | 13,435 CHF | 3,575 CHF | 100.00% | 100.00% |