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 | 4.71% | 0.22 CHF | 0.23 CHF | 161,463 | 50,000 | 153,727 | 50,000 | 35,411 CHF | 12,088 CHF | 99.72% | 99.72% |
12/07/2024 | 5.03% | 0.22 CHF | 0.23 CHF | 161,013 | 50,000 | 164,578 | 50,000 | 34,525 CHF | 11,038 CHF | 99.01% | 99.01% |
11/07/2024 | 5.51% | 0.20 CHF | 0.21 CHF | 167,257 | 50,000 | 182,553 | 50,000 | 33,814 CHF | 9,806 CHF | 99.09% | 99.09% |
10/07/2024 | 5.61% | 0.18 CHF | 0.19 CHF | 189,400 | 50,000 | 190,175 | 50,000 | 33,090 CHF | 9,203 CHF | 100.00% | 100.00% |
09/07/2024 | 5.45% | 0.17 CHF | 0.18 CHF | 191,495 | 50,000 | 172,262 | 50,000 | 34,196 CHF | 10,547 CHF | 100.00% | 100.00% |
08/07/2024 | 5.22% | 0.20 CHF | 0.21 CHF | 169,280 | 50,000 | 169,527 | 50,000 | 34,269 CHF | 10,650 CHF | 100.00% | 100.00% |
05/07/2024 | 4.91% | 0.22 CHF | 0.23 CHF | 165,274 | 50,000 | 167,969 | 50,000 | 35,171 CHF | 11,013 CHF | 98.86% | 98.86% |
04/07/2024 | 5.31% | 0.19 CHF | 0.20 CHF | 184,538 | 50,000 | 183,640 | 50,000 | 33,884 CHF | 9,732 CHF | 100.00% | 100.00% |
03/07/2024 | 6.47% | 0.16 CHF | 0.17 CHF | 202,373 | 50,000 | 210,928 | 50,000 | 32,692 CHF | 8,268 CHF | 99.82% | 99.82% |
02/07/2024 | 7.00% | 0.15 CHF | 0.16 CHF | 224,130 | 50,000 | 235,406 | 50,000 | 32,509 CHF | 7,415 CHF | 100.00% | 100.00% |