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 | 13.68% | 0.10 CHF | 0.12 CHF | 311,547 | 50,000 | 269,492 | 50,000 | 32,522 CHF | 6,948 CHF | 99.72% | 99.72% |
12/07/2024 | 21.06% | 0.13 CHF | 0.16 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 3,027 CHF | 3,740 CHF | 99.01% | 99.01% |
11/07/2024 | 20.14% | 0.13 CHF | 0.16 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 3,205 CHF | 3,923 CHF | 99.09% | 99.09% |
10/07/2024 | 23.20% | 0.11 CHF | 0.14 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,676 CHF | 3,372 CHF | 99.81% | 99.81% |
09/07/2024 | 20.13% | 0.12 CHF | 0.15 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 3,245 CHF | 3,971 CHF | 100.00% | 100.00% |
08/07/2024 | 11.63% | 0.14 CHF | 0.15 CHF | 260,949 | 50,000 | 241,002 | 50,000 | 37,072 CHF | 8,650 CHF | 100.00% | 100.00% |
05/07/2024 | 10.94% | 0.16 CHF | 0.18 CHF | 245,248 | 50,000 | 240,696 | 50,000 | 38,124 CHF | 8,839 CHF | 98.80% | 98.80% |
04/07/2024 | 10.39% | 0.16 CHF | 0.18 CHF | 236,959 | 50,000 | 238,017 | 50,000 | 40,056 CHF | 9,337 CHF | 100.00% | 100.00% |
03/07/2024 | 14.35% | 0.18 CHF | 0.19 CHF | 234,315 | 50,000 | 100,785 | 33,561 | 16,636 CHF | 6,319 CHF | 99.81% | 99.81% |
02/07/2024 | 15.85% | 0.12 CHF | 0.14 CHF | 292,958 | 50,000 | 317,914 | 50,000 | 35,356 CHF | 6,523 CHF | 100.00% | 100.00% |