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 | 7.39% | 0.14 CHF | 0.15 CHF | 263,171 | 50,000 | 265,008 | 50,000 | 36,576 CHF | 7,433 CHF | 98.73% | 98.73% |
12/07/2024 | 14.46% | 0.12 CHF | 0.14 CHF | 25,000 | 25,000 | 73,903 | 29,682 | 8,869 CHF | 4,121 CHF | 91.77% | 91.77% |
11/07/2024 | 15.93% | 0.07 CHF | 0.09 CHF | 396,155 | 50,000 | 459,265 | 50,000 | 28,735 CHF | 3,676 CHF | 99.15% | 99.15% |
10/07/2024 | 15.38% | 0.06 CHF | 0.07 CHF | 472,193 | 50,000 | 472,193 | 50,000 | 28,332 CHF | 3,500 CHF | 100.00% | 100.00% |
09/07/2024 | 24.70% | 0.06 CHF | 0.07 CHF | 447,034 | 50,000 | 447,625 | 50,000 | 27,170 CHF | 3,894 CHF | 100.00% | 100.00% |
08/07/2024 | 17.56% | 0.07 CHF | 0.08 CHF | 444,840 | 50,000 | 447,192 | 50,000 | 27,819 CHF | 3,711 CHF | 100.00% | 100.00% |
05/07/2024 | 14.45% | 0.06 CHF | 0.07 CHF | 450,950 | 50,000 | 427,995 | 50,000 | 29,358 CHF | 3,965 CHF | 99.62% | 99.62% |
04/07/2024 | 19.43% | 0.07 CHF | 0.08 CHF | 446,438 | 50,000 | 458,340 | 50,000 | 28,882 CHF | 3,831 CHF | 100.00% | 100.00% |
03/07/2024 | 15.64% | 0.06 CHF | 0.07 CHF | 499,333 | 50,000 | 485,821 | 50,000 | 29,134 CHF | 3,507 CHF | 99.73% | 99.73% |
02/07/2024 | 20.32% | 0.06 CHF | 0.07 CHF | 450,730 | 50,000 | 447,491 | 50,000 | 28,316 CHF | 3,878 CHF | 100.00% | 100.00% |