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 | 17.10% | 0.09 CHF | 0.11 CHF | 181,008 | 20,000 | 165,902 | 20,000 | 16,302 CHF | 2,338 CHF | 99.72% | 99.72% |
12/07/2024 | 17.30% | 0.12 CHF | 0.13 CHF | 150,337 | 20,000 | 168,207 | 20,000 | 16,821 CHF | 2,384 CHF | 99.01% | 99.01% |
11/07/2024 | 20.59% | 0.10 CHF | 0.12 CHF | 173,002 | 20,000 | 185,292 | 20,000 | 15,793 CHF | 2,101 CHF | 99.08% | 99.08% |
10/07/2024 | 17.66% | 0.08 CHF | 0.10 CHF | 203,405 | 20,000 | 200,718 | 20,000 | 16,260 CHF | 1,936 CHF | 100.00% | 100.00% |
09/07/2024 | 19.80% | 0.07 CHF | 0.09 CHF | 209,394 | 20,000 | 212,185 | 20,000 | 15,682 CHF | 1,803 CHF | 100.00% | 100.00% |
08/07/2024 | 24.57% | 0.07 CHF | 0.09 CHF | 212,253 | 20,000 | 227,746 | 20,000 | 14,735 CHF | 1,655 CHF | 99.93% | 99.93% |
05/07/2024 | 24.06% | 0.06 CHF | 0.08 CHF | 259,558 | 20,000 | 223,104 | 20,000 | 15,804 CHF | 1,812 CHF | 98.98% | 98.98% |
04/07/2024 | 19.34% | 0.07 CHF | 0.09 CHF | 232,989 | 20,000 | 240,822 | 20,000 | 16,039 CHF | 1,618 CHF | 100.00% | 100.00% |
03/07/2024 | 28.18% | 0.06 CHF | 0.08 CHF | 260,294 | 20,000 | 243,336 | 20,000 | 14,652 CHF | 1,599 CHF | 98.25% | 98.25% |
02/07/2024 | 23.19% | 0.07 CHF | 0.09 CHF | 239,094 | 20,000 | 264,111 | 20,000 | 16,105 CHF | 1,545 CHF | 99.90% | 99.90% |