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 | 5.11% | 0.20 CHF | 0.21 CHF | 99,819 | 50,000 | 94,722 | 50,000 | 20,530 CHF | 11,423 CHF | 98.73% | 98.73% |
12/07/2024 | 5.28% | 0.22 CHF | 0.23 CHF | 94,243 | 50,000 | 100,746 | 50,000 | 20,414 CHF | 10,694 CHF | 99.38% | 99.38% |
11/07/2024 | 5.29% | 0.20 CHF | 0.21 CHF | 102,337 | 50,000 | 100,835 | 50,000 | 20,334 CHF | 10,634 CHF | 99.16% | 99.16% |
10/07/2024 | 4.74% | 0.20 CHF | 0.22 CHF | 100,854 | 50,000 | 98,004 | 50,000 | 20,869 CHF | 11,176 CHF | 100.00% | 100.00% |
09/07/2024 | 4.55% | 0.21 CHF | 0.23 CHF | 98,469 | 50,000 | 93,148 | 50,000 | 22,211 CHF | 12,490 CHF | 100.00% | 100.00% |
08/07/2024 | 6.04% | 0.20 CHF | 0.21 CHF | 102,804 | 50,000 | 102,665 | 50,000 | 20,818 CHF | 10,777 CHF | 100.00% | 100.00% |
05/07/2024 | 6.02% | 0.20 CHF | 0.22 CHF | 102,575 | 50,000 | 93,981 | 47,893 | 19,828 CHF | 10,693 CHF | 99.62% | 99.62% |
04/07/2024 | 8.16% | 0.15 CHF | 0.17 CHF | 123,547 | 50,000 | 126,523 | 50,000 | 18,668 CHF | 8,011 CHF | 100.00% | 100.00% |
03/07/2024 | 6.45% | 0.15 CHF | 0.16 CHF | 123,211 | 50,000 | 119,073 | 50,000 | 19,229 CHF | 8,628 CHF | 99.73% | 99.73% |
02/07/2024 | 6.47% | 0.16 CHF | 0.17 CHF | 126,338 | 50,000 | 124,473 | 50,000 | 18,893 CHF | 8,096 CHF | 100.00% | 100.00% |