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 | 16.80% | 0.21 CHF | 0.25 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 8,728 CHF | 10,328 CHF | 99.39% | 99.39% |
12/07/2024 | 17.39% | 0.21 CHF | 0.25 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 8,400 CHF | 10,000 CHF | 99.08% | 99.08% |
11/07/2024 | 17.32% | 0.20 CHF | 0.24 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 8,442 CHF | 10,042 CHF | 96.28% | 96.28% |
10/07/2024 | 17.55% | 0.21 CHF | 0.25 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 8,321 CHF | 9,921 CHF | 95.48% | 95.48% |
09/07/2024 | 19.61% | 0.21 CHF | 0.25 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 7,406 CHF | 9,006 CHF | 99.05% | 99.05% |
08/07/2024 | 22.18% | 0.17 CHF | 0.21 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 6,448 CHF | 8,048 CHF | 99.24% | 99.24% |
05/07/2024 | 20.33% | 0.18 CHF | 0.22 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 7,086 CHF | 8,686 CHF | 96.24% | 96.24% |
04/07/2024 | 13.84% | 0.27 CHF | 0.31 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 10,764 CHF | 12,364 CHF | 99.39% | 99.39% |
03/07/2024 | 13.69% | 0.26 CHF | 0.30 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 10,892 CHF | 12,492 CHF | 98.64% | 98.64% |
02/07/2024 | 12.87% | 0.28 CHF | 0.32 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 11,636 CHF | 13,236 CHF | 99.07% | 99.07% |