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 | 5.86% | 0.16 CHF | 0.17 CHF | 221,936 | 50,000 | 214,625 | 50,000 | 35,596 CHF | 8,799 CHF | 99.71% | 99.71% |
12/07/2024 | 5.56% | 0.17 CHF | 0.18 CHF | 207,603 | 50,000 | 211,713 | 50,000 | 37,058 CHF | 9,250 CHF | 99.01% | 99.01% |
11/07/2024 | 5.45% | 0.19 CHF | 0.20 CHF | 204,186 | 50,000 | 210,403 | 50,000 | 37,617 CHF | 9,445 CHF | 99.09% | 99.09% |
10/07/2024 | 6.00% | 0.17 CHF | 0.18 CHF | 220,445 | 50,000 | 225,225 | 50,000 | 36,449 CHF | 8,592 CHF | 99.96% | 99.96% |
09/07/2024 | 5.90% | 0.15 CHF | 0.16 CHF | 237,350 | 50,000 | 225,332 | 50,000 | 37,119 CHF | 8,741 CHF | 100.00% | 100.00% |
08/07/2024 | 5.71% | 0.17 CHF | 0.18 CHF | 225,940 | 50,000 | 225,058 | 50,000 | 38,309 CHF | 9,011 CHF | 99.67% | 99.67% |
05/07/2024 | 5.69% | 0.18 CHF | 0.19 CHF | 224,290 | 50,000 | 226,467 | 50,000 | 38,658 CHF | 9,036 CHF | 98.97% | 98.97% |
04/07/2024 | 6.66% | 0.15 CHF | 0.16 CHF | 243,339 | 50,000 | 256,222 | 50,000 | 37,228 CHF | 7,768 CHF | 100.00% | 100.00% |
03/07/2024 | 6.80% | 0.15 CHF | 0.16 CHF | 257,499 | 50,000 | 258,327 | 50,000 | 36,740 CHF | 7,616 CHF | 100.00% | 100.00% |
02/07/2024 | 7.73% | 0.15 CHF | 0.16 CHF | 259,115 | 50,000 | 284,818 | 50,000 | 35,520 CHF | 6,748 CHF | 99.80% | 99.80% |