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 | 14.47% | 0.15 CHF | 0.17 CHF | 307,118 | 75,000 | 222,749 | 62,281 | 32,105 CHF | 10,160 CHF | 98.41% | 98.41% |
12/07/2024 | 11.72% | 0.15 CHF | 0.17 CHF | 314,109 | 75,000 | 319,951 | 75,000 | 46,868 CHF | 12,369 CHF | 99.38% | 99.38% |
11/07/2024 | 11.84% | 0.14 CHF | 0.16 CHF | 320,176 | 75,000 | 355,359 | 75,000 | 44,965 CHF | 10,728 CHF | 99.16% | 99.16% |
10/07/2024 | 13.59% | 0.12 CHF | 0.13 CHF | 378,713 | 75,000 | 378,387 | 75,000 | 42,976 CHF | 9,752 CHF | 100.00% | 100.00% |
09/07/2024 | 14.07% | 0.11 CHF | 0.12 CHF | 394,788 | 75,000 | 380,551 | 75,000 | 42,942 CHF | 9,738 CHF | 100.00% | 100.00% |
08/07/2024 | 11.85% | 0.11 CHF | 0.13 CHF | 381,991 | 75,000 | 373,377 | 75,000 | 44,424 CHF | 10,053 CHF | 100.00% | 100.00% |
05/07/2024 | 12.82% | 0.12 CHF | 0.13 CHF | 372,313 | 75,000 | 370,973 | 75,000 | 45,189 CHF | 10,394 CHF | 99.62% | 99.62% |
04/07/2024 | 9.41% | 0.12 CHF | 0.14 CHF | 361,529 | 75,000 | 352,794 | 75,000 | 49,045 CHF | 11,460 CHF | 34.27% | 34.27% |
03/07/2024 | 11.90% | 0.14 CHF | 0.15 CHF | 370,598 | 75,000 | 360,890 | 75,000 | 48,033 CHF | 11,244 CHF | 56.61% | 56.61% |
02/07/2024 | 13.64% | 0.14 CHF | 0.15 CHF | 360,940 | 75,000 | 389,583 | 75,000 | 47,344 CHF | 10,467 CHF | 54.29% | 54.29% |