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 | 12.35% | 0.12 CHF | 0.14 CHF | 363,130 | 50,000 | 335,017 | 50,000 | 46,583 CHF | 7,881 CHF | 99.72% | 99.72% |
12/07/2024 | 18.79% | 0.14 CHF | 0.17 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 3,426 CHF | 4,136 CHF | 99.01% | 99.01% |
11/07/2024 | 18.01% | 0.15 CHF | 0.17 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 3,553 CHF | 4,255 CHF | 99.09% | 99.09% |
10/07/2024 | 20.46% | 0.13 CHF | 0.16 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 3,142 CHF | 3,857 CHF | 99.81% | 99.81% |
09/07/2024 | 17.51% | 0.14 CHF | 0.16 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 3,608 CHF | 4,299 CHF | 100.00% | 100.00% |
08/07/2024 | 10.96% | 0.15 CHF | 0.17 CHF | 321,456 | 50,000 | 308,050 | 50,000 | 49,603 CHF | 8,992 CHF | 63.18% | 63.18% |
05/07/2024 | 10.70% | 0.16 CHF | 0.17 CHF | 323,279 | 50,000 | 303,075 | 50,000 | 49,903 CHF | 9,167 CHF | 75.12% | 75.12% |
04/07/2024 | 10.21% | 0.17 CHF | 0.18 CHF | 307,599 | 50,000 | 293,243 | 50,000 | 50,769 CHF | 9,595 CHF | 66.54% | 66.54% |
03/07/2024 | 14.02% | 0.18 CHF | 0.20 CHF | 280,000 | 50,000 | 89,646 | 31,103 | 15,571 CHF | 6,098 CHF | 86.83% | 86.83% |
02/07/2024 | 11.94% | 0.14 CHF | 0.15 CHF | 384,363 | 50,000 | 382,573 | 50,000 | 48,956 CHF | 7,213 CHF | 93.36% | 93.36% |