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 | 12.67% | 0.11 CHF | 0.13 CHF | 147,539 | 50,000 | 142,996 | 50,000 | 16,398 CHF | 6,516 CHF | 95.13% | 95.13% |
12/07/2024 | 9.87% | 0.12 CHF | 0.13 CHF | 140,055 | 50,000 | 145,184 | 50,000 | 16,812 CHF | 6,413 CHF | 96.30% | 96.30% |
11/07/2024 | 10.40% | 0.10 CHF | 0.12 CHF | 158,268 | 50,000 | 164,528 | 50,000 | 16,643 CHF | 5,621 CHF | 99.07% | 99.07% |
10/07/2024 | 10.84% | 0.10 CHF | 0.11 CHF | 168,512 | 50,000 | 186,913 | 50,000 | 16,521 CHF | 4,929 CHF | 100.00% | 100.00% |
09/07/2024 | 14.35% | 0.07 CHF | 0.08 CHF | 214,260 | 50,000 | 204,822 | 50,000 | 16,230 CHF | 4,582 CHF | 82.47% | 82.47% |
08/07/2024 | 15.50% | 0.07 CHF | 0.08 CHF | 204,022 | 50,000 | 193,851 | 50,000 | 15,144 CHF | 4,580 CHF | 85.50% | 85.50% |
05/07/2024 | 10.62% | 0.09 CHF | 0.11 CHF | 171,215 | 50,000 | 164,312 | 50,000 | 17,154 CHF | 5,821 CHF | 93.67% | 93.67% |
04/07/2024 | 11.81% | 0.09 CHF | 0.10 CHF | 180,159 | 50,000 | 178,049 | 50,000 | 17,648 CHF | 5,580 CHF | 55.88% | 55.88% |
03/07/2024 | 14.13% | 0.09 CHF | 0.10 CHF | 195,706 | 50,000 | 195,338 | 50,000 | 16,069 CHF | 4,743 CHF | 97.00% | 97.00% |
02/07/2024 | 13.01% | 0.09 CHF | 0.10 CHF | 202,032 | 50,000 | 205,455 | 50,000 | 16,934 CHF | 4,705 CHF | 53.18% | 53.18% |