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 | 13.52% | 0.06 CHF | 0.07 CHF | 358,806 | 50,000 | 342,097 | 50,000 | 23,717 CHF | 3,977 CHF | 98.72% | 98.72% |
12/07/2024 | 15.07% | 0.08 CHF | 0.09 CHF | 338,297 | 50,000 | 385,172 | 50,000 | 23,796 CHF | 3,607 CHF | 99.38% | 99.38% |
11/07/2024 | 17.27% | 0.06 CHF | 0.07 CHF | 421,797 | 75,000 | 416,796 | 75,000 | 22,216 CHF | 4,743 CHF | 99.15% | 99.15% |
10/07/2024 | 21.63% | 0.05 CHF | 0.06 CHF | 499,692 | 75,000 | 494,238 | 75,000 | 20,510 CHF | 3,861 CHF | 100.00% | 100.00% |
09/07/2024 | 16.72% | 0.04 CHF | 0.05 CHF | 494,576 | 75,000 | 426,545 | 75,000 | 23,513 CHF | 4,892 CHF | 100.00% | 100.00% |
08/07/2024 | 15.20% | 0.06 CHF | 0.07 CHF | 376,508 | 50,000 | 376,381 | 50,000 | 22,927 CHF | 3,546 CHF | 100.00% | 100.00% |
05/07/2024 | 10.96% | 0.07 CHF | 0.08 CHF | 346,079 | 50,000 | 308,925 | 50,000 | 26,769 CHF | 4,852 CHF | 99.62% | 99.62% |
04/07/2024 | 12.61% | 0.08 CHF | 0.09 CHF | 359,755 | 50,000 | 361,652 | 50,000 | 27,006 CHF | 4,232 CHF | 100.00% | 100.00% |
03/07/2024 | 13.62% | 0.08 CHF | 0.09 CHF | 360,728 | 75,000 | 398,603 | 75,000 | 27,368 CHF | 5,904 CHF | 99.73% | 99.73% |
02/07/2024 | 15.76% | 0.06 CHF | 0.07 CHF | 461,913 | 50,000 | 455,731 | 50,000 | 26,738 CHF | 3,433 CHF | 100.00% | 100.00% |