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 | 5.40% | 0.20 CHF | 0.21 CHF | 145,965 | 50,000 | 142,338 | 50,000 | 28,035 CHF | 10,404 CHF | 98.73% | 98.73% |
12/07/2024 | 7.60% | 0.18 CHF | 0.19 CHF | 146,011 | 50,000 | 155,489 | 50,000 | 24,639 CHF | 8,567 CHF | 14.23% | 14.23% |
11/07/2024 | 16.13% | 0.08 CHF | 0.09 CHF | 224,856 | 50,000 | 273,026 | 50,000 | 17,645 CHF | 3,811 CHF | 99.15% | 99.15% |
10/07/2024 | 19.80% | 0.06 CHF | 0.07 CHF | 274,625 | 50,000 | 298,190 | 50,000 | 17,149 CHF | 3,503 CHF | 100.00% | 100.00% |
09/07/2024 | 16.42% | 0.06 CHF | 0.07 CHF | 265,507 | 50,000 | 268,403 | 50,000 | 18,225 CHF | 3,994 CHF | 100.00% | 100.00% |
08/07/2024 | 17.54% | 0.07 CHF | 0.08 CHF | 275,413 | 50,000 | 275,953 | 50,000 | 18,155 CHF | 3,917 CHF | 100.00% | 100.00% |
05/07/2024 | 12.73% | 0.06 CHF | 0.08 CHF | 275,399 | 50,000 | 250,176 | 50,000 | 19,422 CHF | 4,411 CHF | 99.62% | 99.62% |
04/07/2024 | 13.50% | 0.07 CHF | 0.09 CHF | 259,420 | 50,000 | 271,736 | 50,000 | 18,953 CHF | 3,992 CHF | 100.00% | 100.00% |
03/07/2024 | 15.56% | 0.07 CHF | 0.08 CHF | 271,678 | 50,000 | 272,749 | 50,000 | 16,962 CHF | 3,643 CHF | 99.73% | 99.73% |
02/07/2024 | 15.71% | 0.07 CHF | 0.08 CHF | 249,493 | 50,000 | 267,157 | 50,000 | 18,987 CHF | 4,165 CHF | 100.00% | 100.00% |