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 | 4.90% | 0.28 CHF | 0.29 CHF | 154,913 | 50,000 | 154,042 | 50,000 | 44,537 CHF | 15,183 CHF | 98.72% | 98.72% |
12/07/2024 | 5.02% | 0.30 CHF | 0.32 CHF | 152,581 | 50,000 | 153,564 | 50,000 | 45,439 CHF | 15,556 CHF | 99.38% | 99.38% |
11/07/2024 | 6.60% | 0.29 CHF | 0.30 CHF | 154,050 | 50,000 | 156,495 | 50,000 | 41,477 CHF | 14,158 CHF | 99.15% | 99.15% |
10/07/2024 | 6.03% | 0.26 CHF | 0.28 CHF | 157,429 | 50,000 | 157,492 | 50,000 | 40,559 CHF | 13,679 CHF | 100.00% | 100.00% |
09/07/2024 | 6.77% | 0.24 CHF | 0.25 CHF | 159,407 | 50,000 | 157,116 | 50,000 | 40,498 CHF | 13,790 CHF | 100.00% | 100.00% |
08/07/2024 | 5.52% | 0.28 CHF | 0.29 CHF | 155,548 | 50,000 | 155,245 | 50,000 | 43,027 CHF | 14,644 CHF | 100.00% | 100.00% |
05/07/2024 | 4.46% | 0.28 CHF | 0.29 CHF | 155,854 | 50,000 | 155,059 | 50,000 | 44,651 CHF | 15,058 CHF | 99.62% | 99.62% |
04/07/2024 | 5.30% | 0.28 CHF | 0.29 CHF | 156,033 | 50,000 | 155,951 | 50,000 | 43,760 CHF | 14,793 CHF | 100.00% | 100.00% |
03/07/2024 | 6.68% | 0.27 CHF | 0.29 CHF | 156,660 | 50,000 | 158,072 | 50,000 | 41,197 CHF | 13,933 CHF | 99.73% | 99.73% |
02/07/2024 | 7.24% | 0.24 CHF | 0.25 CHF | 160,366 | 50,000 | 159,970 | 50,000 | 38,502 CHF | 12,939 CHF | 100.00% | 100.00% |