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 | 5.13% | 0.20 CHF | 0.21 CHF | 189,092 | 50,000 | 181,173 | 50,000 | 39,654 CHF | 11,539 CHF | 98.61% | 98.61% |
12/07/2024 | 7.01% | 0.20 CHF | 0.21 CHF | 196,779 | 50,000 | 193,696 | 50,000 | 38,596 CHF | 10,692 CHF | 99.38% | 99.38% |
11/07/2024 | 5.67% | 0.21 CHF | 0.22 CHF | 186,621 | 50,000 | 178,923 | 50,000 | 40,488 CHF | 12,005 CHF | 99.15% | 99.15% |
10/07/2024 | 5.20% | 0.27 CHF | 0.29 CHF | 158,953 | 50,000 | 156,685 | 50,000 | 43,304 CHF | 14,571 CHF | 99.99% | 99.99% |
09/07/2024 | 4.86% | 0.28 CHF | 0.29 CHF | 154,845 | 50,000 | 152,217 | 50,000 | 44,343 CHF | 15,297 CHF | 99.99% | 99.99% |
08/07/2024 | 4.48% | 0.28 CHF | 0.29 CHF | 155,948 | 50,000 | 152,547 | 50,000 | 44,199 CHF | 15,162 CHF | 99.99% | 99.99% |
05/07/2024 | 4.97% | 0.27 CHF | 0.28 CHF | 159,936 | 50,000 | 160,679 | 50,000 | 43,547 CHF | 14,248 CHF | 99.62% | 99.62% |
04/07/2024 | 4.37% | 0.28 CHF | 0.30 CHF | 157,148 | 50,000 | 158,062 | 50,000 | 44,291 CHF | 14,639 CHF | 100.00% | 100.00% |
03/07/2024 | 4.95% | 0.25 CHF | 0.26 CHF | 170,631 | 50,000 | 179,043 | 50,000 | 41,104 CHF | 12,088 CHF | 99.73% | 99.73% |
02/07/2024 | 8.24% | 0.18 CHF | 0.20 CHF | 210,931 | 50,000 | 221,955 | 50,000 | 37,376 CHF | 9,157 CHF | 100.00% | 100.00% |