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 | 7.59% | 0.20 CHF | 0.22 CHF | 154,913 | 50,000 | 154,253 | 50,000 | 32,953 CHF | 11,525 CHF | 98.71% | 98.71% |
12/07/2024 | 6.90% | 0.23 CHF | 0.25 CHF | 152,632 | 50,000 | 153,539 | 50,000 | 34,237 CHF | 11,946 CHF | 99.38% | 99.38% |
11/07/2024 | 7.63% | 0.22 CHF | 0.23 CHF | 153,937 | 50,000 | 156,418 | 50,000 | 30,413 CHF | 10,499 CHF | 99.16% | 99.16% |
10/07/2024 | 8.86% | 0.19 CHF | 0.21 CHF | 157,258 | 50,000 | 157,441 | 50,000 | 29,053 CHF | 10,081 CHF | 100.00% | 100.00% |
09/07/2024 | 8.69% | 0.16 CHF | 0.18 CHF | 159,407 | 50,000 | 157,284 | 50,000 | 29,219 CHF | 10,136 CHF | 100.00% | 100.00% |
08/07/2024 | 8.98% | 0.20 CHF | 0.22 CHF | 155,628 | 50,000 | 155,307 | 50,000 | 31,507 CHF | 11,097 CHF | 100.00% | 100.00% |
05/07/2024 | 6.01% | 0.21 CHF | 0.22 CHF | 155,704 | 50,000 | 154,995 | 50,000 | 33,641 CHF | 11,526 CHF | 99.62% | 99.62% |
04/07/2024 | 7.36% | 0.21 CHF | 0.22 CHF | 156,068 | 50,000 | 156,059 | 50,000 | 32,529 CHF | 11,220 CHF | 100.00% | 100.00% |
03/07/2024 | 7.57% | 0.20 CHF | 0.22 CHF | 156,794 | 50,000 | 158,093 | 50,000 | 30,082 CHF | 10,266 CHF | 99.73% | 99.73% |
02/07/2024 | 10.18% | 0.16 CHF | 0.18 CHF | 160,559 | 50,000 | 160,090 | 50,000 | 27,177 CHF | 9,399 CHF | 99.94% | 99.94% |