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 | 7.67% | 0.21 CHF | 0.23 CHF | 103,408 | 20,000 | 98,819 | 20,000 | 22,685 CHF | 4,962 CHF | 99.72% | 99.72% |
12/07/2024 | 7.81% | 0.26 CHF | 0.28 CHF | 94,438 | 20,000 | 100,380 | 20,000 | 23,241 CHF | 5,015 CHF | 99.01% | 99.01% |
11/07/2024 | 8.57% | 0.23 CHF | 0.25 CHF | 100,079 | 20,000 | 108,356 | 20,000 | 22,509 CHF | 4,536 CHF | 99.08% | 99.08% |
10/07/2024 | 9.08% | 0.19 CHF | 0.21 CHF | 115,415 | 20,000 | 114,184 | 20,000 | 22,009 CHF | 4,223 CHF | 100.00% | 100.00% |
09/07/2024 | 9.57% | 0.18 CHF | 0.20 CHF | 122,423 | 20,000 | 120,108 | 20,000 | 21,818 CHF | 4,001 CHF | 100.00% | 100.00% |
08/07/2024 | 10.71% | 0.18 CHF | 0.19 CHF | 120,230 | 20,000 | 126,408 | 20,000 | 21,004 CHF | 3,703 CHF | 100.00% | 100.00% |
05/07/2024 | 9.93% | 0.15 CHF | 0.17 CHF | 133,547 | 20,000 | 124,432 | 20,000 | 21,719 CHF | 3,866 CHF | 98.98% | 98.98% |
04/07/2024 | 9.40% | 0.17 CHF | 0.19 CHF | 129,683 | 20,000 | 132,189 | 20,000 | 21,628 CHF | 3,596 CHF | 100.00% | 100.00% |
03/07/2024 | 12.02% | 0.15 CHF | 0.17 CHF | 140,745 | 20,000 | 138,712 | 20,000 | 20,970 CHF | 3,411 CHF | 98.25% | 98.25% |
02/07/2024 | 10.87% | 0.17 CHF | 0.19 CHF | 132,669 | 20,000 | 143,647 | 20,000 | 21,713 CHF | 3,376 CHF | 99.90% | 99.90% |