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 | 11.49% | 0.23 CHF | 0.26 CHF | 96,344 | 25,000 | 96,138 | 25,000 | 22,842 CHF | 6,665 CHF | 94.83% | 94.83% |
12/07/2024 | 11.92% | 0.24 CHF | 0.27 CHF | 96,129 | 25,000 | 96,254 | 25,000 | 22,824 CHF | 6,679 CHF | 99.01% | 99.01% |
11/07/2024 | 12.49% | 0.23 CHF | 0.26 CHF | 96,431 | 25,000 | 97,716 | 25,000 | 19,696 CHF | 5,713 CHF | 99.08% | 99.08% |
10/07/2024 | 12.78% | 0.19 CHF | 0.21 CHF | 98,542 | 25,000 | 98,435 | 25,000 | 18,266 CHF | 5,275 CHF | 100.00% | 100.00% |
09/07/2024 | 14.82% | 0.18 CHF | 0.21 CHF | 98,547 | 25,000 | 98,543 | 25,000 | 17,685 CHF | 5,204 CHF | 100.00% | 100.00% |
08/07/2024 | 14.42% | 0.17 CHF | 0.20 CHF | 98,598 | 25,000 | 98,390 | 25,000 | 17,687 CHF | 5,191 CHF | 100.00% | 100.00% |
05/07/2024 | 13.76% | 0.17 CHF | 0.20 CHF | 99,044 | 25,000 | 99,012 | 25,000 | 17,010 CHF | 4,928 CHF | 98.87% | 98.87% |
04/07/2024 | 14.92% | 0.17 CHF | 0.20 CHF | 99,253 | 25,000 | 99,615 | 25,000 | 16,207 CHF | 4,726 CHF | 100.00% | 100.00% |
03/07/2024 | 16.55% | 0.14 CHF | 0.16 CHF | 100,636 | 25,000 | 100,617 | 25,000 | 14,361 CHF | 4,211 CHF | 99.73% | 99.73% |
02/07/2024 | 17.75% | 0.13 CHF | 0.15 CHF | 101,327 | 25,000 | 100,960 | 25,000 | 13,894 CHF | 4,113 CHF | 100.00% | 100.00% |