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 | 6.04% | 0.19 CHF | 0.20 CHF | 104,852 | 50,000 | 104,284 | 50,000 | 20,325 CHF | 10,359 CHF | 99.70% | 99.70% |
12/07/2024 | 5.65% | 0.20 CHF | 0.21 CHF | 106,267 | 50,000 | 104,716 | 50,000 | 20,718 CHF | 10,484 CHF | 99.01% | 99.01% |
11/07/2024 | 6.61% | 0.21 CHF | 0.22 CHF | 101,358 | 50,000 | 108,899 | 50,000 | 20,636 CHF | 10,136 CHF | 99.08% | 99.08% |
10/07/2024 | 5.88% | 0.20 CHF | 0.21 CHF | 108,495 | 50,000 | 114,379 | 50,000 | 20,612 CHF | 9,559 CHF | 100.00% | 100.00% |
09/07/2024 | 5.75% | 0.18 CHF | 0.19 CHF | 112,956 | 50,000 | 110,398 | 50,000 | 21,212 CHF | 10,186 CHF | 100.00% | 100.00% |
08/07/2024 | 6.34% | 0.17 CHF | 0.18 CHF | 119,348 | 50,000 | 118,285 | 50,000 | 20,050 CHF | 9,031 CHF | 100.00% | 100.00% |
05/07/2024 | 7.14% | 0.17 CHF | 0.18 CHF | 119,304 | 50,000 | 121,034 | 50,000 | 20,332 CHF | 9,027 CHF | 98.64% | 98.64% |
04/07/2024 | 6.57% | 0.16 CHF | 0.17 CHF | 124,787 | 50,000 | 129,524 | 50,000 | 20,177 CHF | 8,319 CHF | 100.00% | 100.00% |
03/07/2024 | 10.04% | 0.12 CHF | 0.14 CHF | 150,760 | 50,000 | 155,490 | 50,000 | 18,907 CHF | 6,728 CHF | 99.82% | 99.82% |
02/07/2024 | 12.19% | 0.10 CHF | 0.11 CHF | 177,003 | 50,000 | 184,957 | 50,000 | 17,598 CHF | 5,379 CHF | 100.00% | 100.00% |