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 | 7.43% | 0.32 CHF | 0.34 CHF | 96,344 | 25,000 | 96,102 | 25,000 | 29,938 CHF | 8,390 CHF | 94.83% | 94.83% |
12/07/2024 | 8.28% | 0.31 CHF | 0.34 CHF | 96,053 | 25,000 | 96,308 | 25,000 | 30,113 CHF | 8,491 CHF | 99.01% | 99.01% |
11/07/2024 | 7.68% | 0.32 CHF | 0.35 CHF | 96,431 | 25,000 | 97,706 | 25,000 | 34,044 CHF | 9,405 CHF | 99.09% | 99.09% |
10/07/2024 | 7.51% | 0.36 CHF | 0.39 CHF | 98,340 | 25,000 | 98,466 | 25,000 | 35,884 CHF | 9,822 CHF | 100.00% | 100.00% |
09/07/2024 | 6.51% | 0.37 CHF | 0.39 CHF | 98,424 | 25,000 | 98,578 | 25,000 | 36,527 CHF | 9,887 CHF | 100.00% | 100.00% |
08/07/2024 | 7.40% | 0.38 CHF | 0.40 CHF | 98,741 | 25,000 | 98,385 | 25,000 | 36,425 CHF | 9,966 CHF | 100.00% | 100.00% |
05/07/2024 | 7.39% | 0.38 CHF | 0.41 CHF | 99,124 | 25,000 | 99,020 | 25,000 | 37,450 CHF | 10,180 CHF | 98.87% | 98.87% |
04/07/2024 | 7.18% | 0.38 CHF | 0.41 CHF | 99,333 | 25,000 | 99,668 | 25,000 | 38,601 CHF | 10,401 CHF | 100.00% | 100.00% |
03/07/2024 | 6.05% | 0.42 CHF | 0.44 CHF | 100,636 | 25,000 | 100,617 | 25,000 | 41,414 CHF | 10,931 CHF | 99.73% | 99.73% |
02/07/2024 | 6.03% | 0.43 CHF | 0.45 CHF | 101,282 | 25,000 | 100,950 | 25,000 | 42,051 CHF | 11,059 CHF | 100.00% | 100.00% |