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 | 6.79% | 0.13 CHF | 0.14 CHF | 173,440 | 25,000 | 159,129 | 25,000 | 22,659 CHF | 3,819 CHF | 94.05% | 94.05% |
12/07/2024 | 7.71% | 0.14 CHF | 0.15 CHF | 166,407 | 25,000 | 180,459 | 25,000 | 22,588 CHF | 3,392 CHF | 98.45% | 98.45% |
11/07/2024 | 7.29% | 0.15 CHF | 0.16 CHF | 166,109 | 25,000 | 177,321 | 25,000 | 23,500 CHF | 3,567 CHF | 99.08% | 99.08% |
10/07/2024 | 8.12% | 0.12 CHF | 0.13 CHF | 189,174 | 25,000 | 187,138 | 25,000 | 22,141 CHF | 3,208 CHF | 100.00% | 100.00% |
09/07/2024 | 7.82% | 0.11 CHF | 0.12 CHF | 186,944 | 25,000 | 180,966 | 25,000 | 22,291 CHF | 3,333 CHF | 100.00% | 100.00% |
08/07/2024 | 8.36% | 0.11 CHF | 0.12 CHF | 205,449 | 25,000 | 190,314 | 25,000 | 21,889 CHF | 3,136 CHF | 99.06% | 99.06% |
05/07/2024 | 6.54% | 0.14 CHF | 0.15 CHF | 165,076 | 25,000 | 165,297 | 25,000 | 24,453 CHF | 3,948 CHF | 98.87% | 98.87% |
04/07/2024 | 6.69% | 0.15 CHF | 0.16 CHF | 163,325 | 25,000 | 170,935 | 25,000 | 24,708 CHF | 3,866 CHF | 100.00% | 100.00% |
03/07/2024 | 6.74% | 0.16 CHF | 0.17 CHF | 155,670 | 25,000 | 176,812 | 25,000 | 25,354 CHF | 3,846 CHF | 99.52% | 99.52% |
02/07/2024 | 7.32% | 0.13 CHF | 0.14 CHF | 181,408 | 25,000 | 184,014 | 25,000 | 24,240 CHF | 3,543 CHF | 63.44% | 63.44% |