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 | 13.45% | 0.08 CHF | 0.09 CHF | 279,423 | 50,000 | 278,488 | 50,000 | 22,721 CHF | 4,669 CHF | 99.72% | 99.72% |
12/07/2024 | 16.92% | 0.08 CHF | 0.10 CHF | 273,978 | 50,000 | 285,932 | 50,000 | 22,785 CHF | 4,729 CHF | 99.01% | 99.01% |
11/07/2024 | 12.99% | 0.08 CHF | 0.09 CHF | 303,692 | 50,000 | 309,288 | 50,000 | 22,934 CHF | 4,222 CHF | 99.08% | 99.08% |
10/07/2024 | 17.79% | 0.07 CHF | 0.08 CHF | 340,994 | 50,000 | 351,775 | 50,000 | 21,341 CHF | 3,631 CHF | 100.00% | 100.00% |
09/07/2024 | 18.30% | 0.05 CHF | 0.06 CHF | 387,737 | 50,000 | 374,032 | 50,000 | 21,058 CHF | 3,386 CHF | 100.00% | 100.00% |
08/07/2024 | 16.18% | 0.06 CHF | 0.07 CHF | 348,260 | 50,000 | 335,011 | 50,000 | 21,391 CHF | 3,783 CHF | 100.00% | 100.00% |
05/07/2024 | 16.89% | 0.08 CHF | 0.09 CHF | 288,334 | 50,000 | 294,616 | 50,000 | 23,380 CHF | 4,703 CHF | 98.86% | 98.86% |
04/07/2024 | 17.12% | 0.07 CHF | 0.09 CHF | 325,640 | 50,000 | 323,230 | 50,000 | 22,626 CHF | 4,162 CHF | 100.00% | 100.00% |
03/07/2024 | 16.23% | 0.07 CHF | 0.08 CHF | 357,566 | 50,000 | 334,509 | 50,000 | 23,538 CHF | 4,145 CHF | 99.82% | 99.82% |
02/07/2024 | 14.51% | 0.07 CHF | 0.08 CHF | 335,179 | 50,000 | 354,405 | 50,000 | 24,450 CHF | 3,988 CHF | 100.00% | 100.00% |