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 | 6.90% | 0.14 CHF | 0.15 CHF | 207,348 | 50,000 | 189,779 | 50,000 | 28,249 CHF | 7,987 CHF | 94.82% | 94.82% |
12/07/2024 | 6.89% | 0.17 CHF | 0.18 CHF | 181,228 | 50,000 | 181,185 | 50,000 | 30,629 CHF | 9,056 CHF | 99.01% | 99.01% |
11/07/2024 | 7.88% | 0.17 CHF | 0.18 CHF | 182,880 | 50,000 | 198,794 | 50,000 | 29,242 CHF | 7,958 CHF | 99.09% | 99.09% |
10/07/2024 | 8.35% | 0.13 CHF | 0.14 CHF | 221,542 | 50,000 | 228,331 | 50,000 | 27,655 CHF | 6,586 CHF | 97.71% | 97.71% |
09/07/2024 | 7.33% | 0.13 CHF | 0.14 CHF | 208,292 | 50,000 | 207,901 | 50,000 | 27,393 CHF | 7,089 CHF | 99.78% | 99.78% |
08/07/2024 | 7.33% | 0.13 CHF | 0.14 CHF | 206,427 | 50,000 | 198,774 | 49,818 | 28,450 CHF | 7,673 CHF | 99.45% | 99.45% |
05/07/2024 | 9.11% | 0.14 CHF | 0.15 CHF | 207,434 | 50,000 | 214,920 | 50,000 | 27,853 CHF | 7,104 CHF | 98.47% | 98.47% |
04/07/2024 | 10.21% | 0.12 CHF | 0.13 CHF | 231,471 | 50,000 | 232,200 | 50,000 | 26,378 CHF | 6,292 CHF | 100.00% | 100.00% |
03/07/2024 | 8.81% | 0.11 CHF | 0.12 CHF | 234,834 | 50,000 | 231,509 | 50,000 | 27,022 CHF | 6,374 CHF | 99.73% | 99.73% |
02/07/2024 | 12.44% | 0.11 CHF | 0.13 CHF | 237,807 | 50,000 | 236,217 | 50,000 | 26,487 CHF | 6,355 CHF | 100.00% | 100.00% |