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 | 9.40% | 0.10 CHF | 0.11 CHF | 220,072 | 50,000 | 211,622 | 50,000 | 21,528 CHF | 5,589 CHF | 99.72% | 99.72% |
12/07/2024 | 12.03% | 0.11 CHF | 0.12 CHF | 203,457 | 50,000 | 210,604 | 50,000 | 21,002 CHF | 5,634 CHF | 99.01% | 99.01% |
11/07/2024 | 14.89% | 0.09 CHF | 0.10 CHF | 224,777 | 50,000 | 233,445 | 50,000 | 20,322 CHF | 5,058 CHF | 99.08% | 99.08% |
10/07/2024 | 15.13% | 0.08 CHF | 0.10 CHF | 250,681 | 50,000 | 269,601 | 50,000 | 20,419 CHF | 4,402 CHF | 100.00% | 100.00% |
09/07/2024 | 15.64% | 0.06 CHF | 0.07 CHF | 295,558 | 50,000 | 284,192 | 50,000 | 18,856 CHF | 3,886 CHF | 100.00% | 100.00% |
08/07/2024 | 13.92% | 0.07 CHF | 0.08 CHF | 272,588 | 50,000 | 258,473 | 50,000 | 19,845 CHF | 4,449 CHF | 100.00% | 100.00% |
05/07/2024 | 13.37% | 0.09 CHF | 0.10 CHF | 231,395 | 50,000 | 225,509 | 50,000 | 22,038 CHF | 5,594 CHF | 98.86% | 98.86% |
04/07/2024 | 12.18% | 0.09 CHF | 0.10 CHF | 253,852 | 50,000 | 254,785 | 50,000 | 22,577 CHF | 5,000 CHF | 100.00% | 100.00% |
03/07/2024 | 12.98% | 0.08 CHF | 0.10 CHF | 258,816 | 50,000 | 256,977 | 50,000 | 20,795 CHF | 4,611 CHF | 99.82% | 99.82% |
02/07/2024 | 13.49% | 0.08 CHF | 0.09 CHF | 261,479 | 50,000 | 277,496 | 50,000 | 22,022 CHF | 4,545 CHF | 100.00% | 100.00% |