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 | 9.01% | 0.10 CHF | 0.11 CHF | 150,000 | 150,000 | 149,995 | 150,000 | 16,313 CHF | 17,814 CHF | 98.59% | 98.59% |
12/07/2024 | 4.56% | 0.14 CHF | 0.15 CHF | 150,000 | 150,000 | 150,000 | 149,999 | 33,596 CHF | 35,095 CHF | 99.30% | 99.30% |
11/07/2024 | 2.80% | 0.33 CHF | 0.34 CHF | 150,000 | 150,000 | 150,000 | 149,985 | 53,334 CHF | 54,829 CHF | 97.65% | 97.65% |
10/07/2024 | 1.48% | 0.54 CHF | 0.55 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 101,169 CHF | 102,669 CHF | 99.27% | 99.27% |
09/07/2024 | 1.58% | 0.73 CHF | 0.74 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 95,119 CHF | 96,619 CHF | 99.37% | 99.37% |
08/07/2024 | 1.41% | 0.72 CHF | 0.73 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 105,841 CHF | 107,341 CHF | 97.65% | 97.65% |
05/07/2024 | 1.48% | 0.80 CHF | 0.81 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 101,165 CHF | 102,665 CHF | 99.36% | 99.36% |
04/07/2024 | 1.41% | 0.66 CHF | 0.67 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 106,125 CHF | 107,625 CHF | 99.17% | 99.17% |
03/07/2024 | 1.31% | 0.75 CHF | 0.76 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 114,142 CHF | 115,642 CHF | 99.16% | 99.16% |
02/07/2024 | 1.10% | 0.81 CHF | 0.82 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 136,426 CHF | 137,926 CHF | 99.15% | 99.15% |