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 | 10.67% | 0.16 CHF | 0.18 CHF | 211,259 | 20,000 | 207,590 | 20,000 | 34,635 CHF | 3,714 CHF | 99.72% | 99.72% |
12/07/2024 | 9.72% | 0.18 CHF | 0.20 CHF | 200,576 | 20,000 | 212,128 | 20,000 | 35,747 CHF | 3,719 CHF | 99.01% | 99.01% |
11/07/2024 | 11.84% | 0.17 CHF | 0.18 CHF | 209,406 | 20,000 | 219,839 | 20,000 | 34,011 CHF | 3,485 CHF | 99.08% | 99.08% |
10/07/2024 | 9.61% | 0.15 CHF | 0.16 CHF | 234,032 | 20,000 | 232,197 | 20,000 | 34,675 CHF | 3,289 CHF | 100.00% | 100.00% |
09/07/2024 | 11.75% | 0.14 CHF | 0.16 CHF | 237,137 | 20,000 | 239,310 | 20,000 | 33,784 CHF | 3,176 CHF | 100.00% | 100.00% |
08/07/2024 | 13.78% | 0.14 CHF | 0.16 CHF | 245,608 | 20,000 | 252,130 | 20,000 | 33,457 CHF | 3,048 CHF | 100.00% | 100.00% |
05/07/2024 | 11.51% | 0.12 CHF | 0.14 CHF | 266,129 | 20,000 | 246,148 | 20,000 | 33,764 CHF | 3,083 CHF | 98.98% | 98.98% |
04/07/2024 | 14.28% | 0.13 CHF | 0.15 CHF | 253,036 | 20,000 | 264,385 | 20,000 | 34,178 CHF | 2,983 CHF | 100.00% | 100.00% |
03/07/2024 | 12.88% | 0.12 CHF | 0.14 CHF | 267,616 | 20,000 | 266,917 | 20,000 | 32,991 CHF | 2,811 CHF | 98.25% | 98.25% |
02/07/2024 | 14.63% | 0.13 CHF | 0.15 CHF | 265,631 | 20,000 | 276,559 | 20,000 | 33,839 CHF | 2,835 CHF | 99.90% | 99.90% |