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 | 5.05% | 0.21 CHF | 0.22 CHF | 165,695 | 50,000 | 158,444 | 50,000 | 35,645 CHF | 11,857 CHF | 99.73% | 99.73% |
12/07/2024 | 4.30% | 0.24 CHF | 0.25 CHF | 153,878 | 50,000 | 156,624 | 50,000 | 37,139 CHF | 12,382 CHF | 99.01% | 99.01% |
11/07/2024 | 6.98% | 0.25 CHF | 0.27 CHF | 150,276 | 50,000 | 151,395 | 50,000 | 38,200 CHF | 13,532 CHF | 99.08% | 99.08% |
10/07/2024 | 4.27% | 0.24 CHF | 0.25 CHF | 157,587 | 50,000 | 160,997 | 50,000 | 36,962 CHF | 11,990 CHF | 100.00% | 100.00% |
09/07/2024 | 4.68% | 0.20 CHF | 0.21 CHF | 173,443 | 50,000 | 169,242 | 50,000 | 35,309 CHF | 10,939 CHF | 100.00% | 100.00% |
08/07/2024 | 4.29% | 0.23 CHF | 0.24 CHF | 159,653 | 50,000 | 163,041 | 50,000 | 37,466 CHF | 12,008 CHF | 100.00% | 100.00% |
05/07/2024 | 4.49% | 0.22 CHF | 0.23 CHF | 170,972 | 50,000 | 171,669 | 50,000 | 37,430 CHF | 11,401 CHF | 98.86% | 98.86% |
04/07/2024 | 4.59% | 0.22 CHF | 0.23 CHF | 171,995 | 50,000 | 174,389 | 50,000 | 37,172 CHF | 11,162 CHF | 100.00% | 100.00% |
03/07/2024 | 5.21% | 0.20 CHF | 0.21 CHF | 184,014 | 50,000 | 191,296 | 50,000 | 35,805 CHF | 9,859 CHF | 99.82% | 99.82% |
02/07/2024 | 5.18% | 0.20 CHF | 0.21 CHF | 184,056 | 50,000 | 189,888 | 50,000 | 35,757 CHF | 9,924 CHF | 100.00% | 100.00% |