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 | 16.28% | 0.15 CHF | 0.18 CHF | 289,392 | 25,000 | 280,472 | 25,000 | 45,653 CHF | 4,794 CHF | 98.73% | 98.73% |
12/07/2024 | 15.62% | 0.16 CHF | 0.19 CHF | 287,896 | 25,000 | 302,515 | 25,000 | 45,481 CHF | 4,397 CHF | 99.38% | 99.38% |
11/07/2024 | 16.87% | 0.16 CHF | 0.19 CHF | 290,413 | 25,000 | 292,346 | 25,000 | 44,658 CHF | 4,522 CHF | 99.15% | 99.15% |
10/07/2024 | 15.99% | 0.15 CHF | 0.17 CHF | 314,589 | 25,000 | 309,100 | 25,000 | 45,181 CHF | 4,289 CHF | 100.00% | 100.00% |
09/07/2024 | 17.95% | 0.14 CHF | 0.17 CHF | 307,703 | 25,000 | 296,013 | 25,000 | 44,334 CHF | 4,483 CHF | 100.00% | 100.00% |
08/07/2024 | 15.91% | 0.15 CHF | 0.18 CHF | 293,116 | 25,000 | 287,774 | 25,000 | 46,308 CHF | 4,722 CHF | 100.00% | 100.00% |
05/07/2024 | 15.71% | 0.17 CHF | 0.20 CHF | 269,073 | 25,000 | 272,296 | 25,000 | 46,530 CHF | 5,001 CHF | 91.89% | 91.89% |
04/07/2024 | 12.63% | 0.18 CHF | 0.21 CHF | 260,124 | 25,000 | 248,575 | 25,000 | 48,114 CHF | 5,507 CHF | 98.96% | 98.96% |
03/07/2024 | 14.71% | 0.20 CHF | 0.23 CHF | 250,000 | 25,000 | 267,280 | 25,000 | 48,382 CHF | 5,266 CHF | 89.10% | 89.10% |
02/07/2024 | 18.75% | 0.13 CHF | 0.16 CHF | 347,056 | 25,000 | 342,268 | 25,000 | 44,632 CHF | 3,937 CHF | 100.00% | 100.00% |