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 | 11.02% | 0.10 CHF | 0.11 CHF | 364,288 | 50,000 | 352,460 | 50,000 | 36,954 CHF | 5,856 CHF | 98.73% | 98.73% |
12/07/2024 | 16.92% | 0.11 CHF | 0.12 CHF | 343,111 | 50,000 | 361,789 | 50,000 | 36,725 CHF | 6,014 CHF | 99.38% | 99.38% |
11/07/2024 | 11.87% | 0.10 CHF | 0.12 CHF | 349,870 | 50,000 | 361,327 | 50,000 | 36,352 CHF | 5,670 CHF | 99.15% | 99.15% |
10/07/2024 | 15.73% | 0.10 CHF | 0.11 CHF | 368,128 | 50,000 | 357,901 | 50,000 | 35,994 CHF | 5,890 CHF | 100.00% | 100.00% |
09/07/2024 | 16.36% | 0.10 CHF | 0.12 CHF | 352,481 | 50,000 | 352,551 | 50,000 | 36,691 CHF | 6,133 CHF | 100.00% | 100.00% |
08/07/2024 | 17.24% | 0.10 CHF | 0.12 CHF | 354,673 | 50,000 | 360,792 | 50,000 | 36,110 CHF | 5,950 CHF | 100.00% | 100.00% |
05/07/2024 | 18.14% | 0.09 CHF | 0.11 CHF | 382,074 | 50,000 | 382,297 | 50,000 | 35,087 CHF | 5,500 CHF | 99.62% | 99.62% |
04/07/2024 | 14.13% | 0.09 CHF | 0.11 CHF | 385,448 | 50,000 | 371,920 | 50,000 | 36,583 CHF | 5,665 CHF | 100.00% | 100.00% |
03/07/2024 | 14.09% | 0.11 CHF | 0.12 CHF | 365,926 | 50,000 | 363,408 | 50,000 | 37,912 CHF | 6,000 CHF | 99.73% | 99.73% |
02/07/2024 | 14.67% | 0.11 CHF | 0.12 CHF | 363,986 | 50,000 | 375,610 | 50,000 | 38,310 CHF | 5,910 CHF | 100.00% | 100.00% |