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 | 9.58% | 0.26 CHF | 0.29 CHF | 119,074 | 25,000 | 113,610 | 25,000 | 32,076 CHF | 7,784 CHF | 98.73% | 98.73% |
12/07/2024 | 10.23% | 0.28 CHF | 0.31 CHF | 116,383 | 25,000 | 123,766 | 25,000 | 31,242 CHF | 7,002 CHF | 99.38% | 99.38% |
11/07/2024 | 9.28% | 0.28 CHF | 0.31 CHF | 118,352 | 25,000 | 119,896 | 25,000 | 31,779 CHF | 7,274 CHF | 99.15% | 99.15% |
10/07/2024 | 9.93% | 0.24 CHF | 0.27 CHF | 130,077 | 25,000 | 126,835 | 25,000 | 30,958 CHF | 6,742 CHF | 100.00% | 100.00% |
09/07/2024 | 10.01% | 0.23 CHF | 0.26 CHF | 131,019 | 25,000 | 122,013 | 25,000 | 31,723 CHF | 7,187 CHF | 99.99% | 99.99% |
08/07/2024 | 9.60% | 0.26 CHF | 0.29 CHF | 123,033 | 25,000 | 117,768 | 25,000 | 33,103 CHF | 7,748 CHF | 100.00% | 100.00% |
05/07/2024 | 8.98% | 0.30 CHF | 0.33 CHF | 112,559 | 25,000 | 113,000 | 25,000 | 35,251 CHF | 8,535 CHF | 99.62% | 99.62% |
04/07/2024 | 7.08% | 0.34 CHF | 0.36 CHF | 107,667 | 25,000 | 102,670 | 25,000 | 37,396 CHF | 9,808 CHF | 100.00% | 100.00% |
03/07/2024 | 6.61% | 0.38 CHF | 0.41 CHF | 100,760 | 25,000 | 108,436 | 25,000 | 37,377 CHF | 9,262 CHF | 96.53% | 96.53% |
02/07/2024 | 12.15% | 0.22 CHF | 0.25 CHF | 142,381 | 25,000 | 145,552 | 25,000 | 31,209 CHF | 6,057 CHF | 100.00% | 100.00% |