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 | 7.64% | 0.13 CHF | 0.14 CHF | 112,125 | 50,000 | 110,523 | 50,000 | 16,326 CHF | 7,972 CHF | 94.83% | 94.83% |
12/07/2024 | 8.63% | 0.18 CHF | 0.20 CHF | 108,244 | 50,000 | 108,554 | 50,000 | 19,402 CHF | 9,743 CHF | 99.01% | 99.01% |
11/07/2024 | 7.08% | 0.17 CHF | 0.18 CHF | 109,108 | 50,000 | 111,439 | 50,000 | 15,934 CHF | 7,674 CHF | 99.09% | 99.09% |
10/07/2024 | 11.21% | 0.11 CHF | 0.12 CHF | 113,666 | 50,000 | 114,978 | 50,000 | 10,665 CHF | 5,190 CHF | 100.00% | 100.00% |
09/07/2024 | 8.16% | 0.11 CHF | 0.12 CHF | 113,527 | 50,000 | 113,128 | 50,000 | 13,344 CHF | 6,399 CHF | 100.00% | 100.00% |
08/07/2024 | 8.21% | 0.11 CHF | 0.12 CHF | 113,540 | 50,000 | 111,032 | 49,819 | 15,091 CHF | 7,347 CHF | 100.00% | 100.00% |
05/07/2024 | 9.20% | 0.13 CHF | 0.14 CHF | 112,672 | 50,000 | 113,580 | 50,000 | 12,922 CHF | 6,240 CHF | 98.87% | 98.87% |
04/07/2024 | 14.91% | 0.09 CHF | 0.10 CHF | 115,333 | 50,000 | 116,408 | 50,000 | 9,117 CHF | 4,547 CHF | 100.00% | 100.00% |
03/07/2024 | 13.49% | 0.08 CHF | 0.09 CHF | 116,402 | 50,000 | 116,310 | 50,000 | 9,834 CHF | 4,837 CHF | 99.73% | 99.73% |
02/07/2024 | 16.70% | 0.08 CHF | 0.09 CHF | 117,122 | 50,000 | 117,096 | 50,000 | 8,837 CHF | 4,460 CHF | 100.00% | 100.00% |