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 | 15.79% | 0.05 CHF | 0.06 CHF | 359,544 | 50,000 | 333,625 | 50,000 | 19,636 CHF | 3,458 CHF | 99.72% | 99.72% |
12/07/2024 | 13.52% | 0.07 CHF | 0.08 CHF | 328,059 | 50,000 | 329,273 | 50,000 | 22,753 CHF | 3,954 CHF | 99.01% | 99.01% |
11/07/2024 | 12.52% | 0.08 CHF | 0.09 CHF | 302,312 | 50,000 | 302,044 | 50,000 | 22,717 CHF | 4,259 CHF | 99.08% | 99.08% |
10/07/2024 | 14.31% | 0.07 CHF | 0.08 CHF | 336,206 | 50,000 | 349,514 | 50,000 | 22,744 CHF | 3,762 CHF | 100.00% | 100.00% |
09/07/2024 | 16.54% | 0.05 CHF | 0.06 CHF | 387,429 | 50,000 | 359,357 | 50,000 | 19,975 CHF | 3,293 CHF | 100.00% | 100.00% |
08/07/2024 | 14.07% | 0.07 CHF | 0.08 CHF | 307,033 | 50,000 | 343,795 | 50,000 | 22,784 CHF | 3,831 CHF | 100.00% | 100.00% |
05/07/2024 | 15.38% | 0.06 CHF | 0.07 CHF | 350,659 | 50,000 | 353,348 | 50,000 | 21,205 CHF | 3,501 CHF | 98.86% | 98.86% |
04/07/2024 | 15.19% | 0.06 CHF | 0.07 CHF | 348,859 | 50,000 | 372,269 | 50,000 | 22,677 CHF | 3,547 CHF | 100.00% | 100.00% |
03/07/2024 | 18.14% | 0.06 CHF | 0.07 CHF | 398,624 | 50,000 | 398,988 | 50,000 | 20,013 CHF | 3,008 CHF | 99.82% | 99.82% |
02/07/2024 | 17.68% | 0.06 CHF | 0.07 CHF | 411,175 | 50,000 | 403,645 | 50,000 | 20,901 CHF | 3,089 CHF | 100.00% | 100.00% |