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 | 10.33% | 0.16 CHF | 0.18 CHF | 119,229 | 20,000 | 114,909 | 20,000 | 20,245 CHF | 3,910 CHF | 99.71% | 99.71% |
12/07/2024 | 9.34% | 0.20 CHF | 0.22 CHF | 108,515 | 20,000 | 116,632 | 20,000 | 20,950 CHF | 3,953 CHF | 99.01% | 99.01% |
11/07/2024 | 11.62% | 0.18 CHF | 0.20 CHF | 115,826 | 20,000 | 125,864 | 20,000 | 19,832 CHF | 3,547 CHF | 99.09% | 99.09% |
10/07/2024 | 11.93% | 0.14 CHF | 0.16 CHF | 136,063 | 20,000 | 133,834 | 20,000 | 19,419 CHF | 3,270 CHF | 100.00% | 100.00% |
09/07/2024 | 12.25% | 0.13 CHF | 0.15 CHF | 142,395 | 20,000 | 143,170 | 20,000 | 19,663 CHF | 3,108 CHF | 100.00% | 100.00% |
08/07/2024 | 14.46% | 0.13 CHF | 0.15 CHF | 142,179 | 20,000 | 150,842 | 20,000 | 18,826 CHF | 2,889 CHF | 100.00% | 100.00% |
05/07/2024 | 13.20% | 0.11 CHF | 0.13 CHF | 159,995 | 20,000 | 147,634 | 20,000 | 19,267 CHF | 2,987 CHF | 98.98% | 98.98% |
04/07/2024 | 13.69% | 0.13 CHF | 0.15 CHF | 154,249 | 20,000 | 157,146 | 20,000 | 19,116 CHF | 2,791 CHF | 100.00% | 100.00% |
03/07/2024 | 15.41% | 0.11 CHF | 0.13 CHF | 165,436 | 20,000 | 165,919 | 20,000 | 18,579 CHF | 2,613 CHF | 98.25% | 98.25% |
02/07/2024 | 14.56% | 0.13 CHF | 0.14 CHF | 157,978 | 20,000 | 172,587 | 20,000 | 19,499 CHF | 2,619 CHF | 99.90% | 99.90% |