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 | 6.34% | 0.15 CHF | 0.16 CHF | 333,012 | 20,000 | 316,046 | 20,000 | 48,333 CHF | 3,263 CHF | 29.81% | 29.81% |
12/07/2024 | 6.32% | 0.14 CHF | 0.15 CHF | 321,286 | 10,000 | 306,213 | 10,000 | 47,064 CHF | 1,647 CHF | 95.90% | 95.90% |
11/07/2024 | 6.12% | 0.18 CHF | 0.19 CHF | 280,000 | 20,000 | 304,368 | 20,000 | 48,305 CHF | 3,387 CHF | 85.51% | 85.51% |
10/07/2024 | 6.58% | 0.14 CHF | 0.15 CHF | 327,755 | 20,000 | 317,440 | 20,000 | 46,711 CHF | 3,145 CHF | 99.42% | 99.42% |
09/07/2024 | 6.01% | 0.15 CHF | 0.16 CHF | 310,979 | 20,000 | 297,313 | 20,000 | 48,024 CHF | 3,434 CHF | 77.44% | 77.44% |
08/07/2024 | 5.59% | 0.16 CHF | 0.17 CHF | 298,022 | 10,000 | 282,912 | 10,000 | 49,225 CHF | 1,842 CHF | 64.42% | 64.42% |
05/07/2024 | 5.25% | 0.18 CHF | 0.19 CHF | 284,994 | 20,000 | 271,632 | 20,000 | 50,348 CHF | 3,909 CHF | 75.76% | 75.76% |
04/07/2024 | 6.10% | 0.16 CHF | 0.17 CHF | 314,989 | 20,000 | 308,565 | 20,000 | 49,027 CHF | 3,378 CHF | 60.13% | 60.13% |
03/07/2024 | 7.27% | 0.14 CHF | 0.15 CHF | 368,616 | 20,000 | 358,536 | 20,000 | 47,548 CHF | 2,853 CHF | 77.34% | 77.34% |
02/07/2024 | 8.49% | 0.12 CHF | 0.13 CHF | 380,071 | 20,000 | 421,317 | 20,000 | 47,497 CHF | 2,460 CHF | 58.66% | 58.66% |