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 | 7.09% | 0.24 CHF | 0.25 CHF | 220,000 | 25,000 | 202,617 | 20,015 | 51,309 CHF | 5,417 CHF | 99.31% | 99.31% |
12/07/2024 | 7.67% | 0.25 CHF | 0.26 CHF | 210,000 | 25,000 | 218,394 | 20,014 | 51,221 CHF | 5,075 CHF | 99.64% | 99.64% |
11/07/2024 | 8.47% | 0.20 CHF | 0.21 CHF | 250,000 | 25,000 | 242,065 | 20,017 | 51,089 CHF | 4,662 CHF | 90.71% | 90.71% |
10/07/2024 | 12.95% | 0.16 CHF | 0.17 CHF | 310,000 | 25,000 | 367,830 | 20,015 | 50,695 CHF | 3,188 CHF | 99.58% | 99.58% |
09/07/2024 | 12.12% | 0.10 CHF | 0.11 CHF | 490,000 | 25,000 | 361,413 | 20,015 | 50,760 CHF | 3,179 CHF | 99.63% | 99.63% |
08/07/2024 | 10.70% | 0.15 CHF | 0.16 CHF | 330,000 | 25,000 | 310,635 | 20,015 | 50,754 CHF | 3,624 CHF | 99.65% | 99.65% |
05/07/2024 | 12.43% | 0.16 CHF | 0.17 CHF | 320,000 | 25,000 | 358,852 | 20,030 | 50,699 CHF | 3,191 CHF | 98.31% | 98.31% |
04/07/2024 | 12.04% | 0.16 CHF | 0.17 CHF | 320,000 | 25,000 | 347,737 | 20,021 | 50,743 CHF | 3,293 CHF | 100.00% | 100.00% |
03/07/2024 | 11.92% | 0.14 CHF | 0.15 CHF | 360,000 | 25,000 | 341,541 | 20,030 | 50,757 CHF | 3,356 CHF | 99.63% | 99.63% |
02/07/2024 | 10.15% | 0.15 CHF | 0.16 CHF | 350,000 | 25,000 | 292,408 | 20,013 | 50,908 CHF | 3,839 CHF | 99.65% | 99.65% |