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 | 4.89% | 0.35 CHF | 0.36 CHF | 103,922 | 20,000 | 100,549 | 20,000 | 36,693 CHF | 7,668 CHF | 99.72% | 99.72% |
12/07/2024 | 4.83% | 0.39 CHF | 0.41 CHF | 97,154 | 20,000 | 101,442 | 20,000 | 36,960 CHF | 7,654 CHF | 99.01% | 99.01% |
11/07/2024 | 5.53% | 0.36 CHF | 0.38 CHF | 100,921 | 20,000 | 106,293 | 20,000 | 35,995 CHF | 7,164 CHF | 99.01% | 99.01% |
10/07/2024 | 5.54% | 0.32 CHF | 0.34 CHF | 111,119 | 20,000 | 110,296 | 20,000 | 35,602 CHF | 6,824 CHF | 100.00% | 100.00% |
09/07/2024 | 5.28% | 0.31 CHF | 0.32 CHF | 113,902 | 20,000 | 113,705 | 20,000 | 35,275 CHF | 6,542 CHF | 100.00% | 100.00% |
08/07/2024 | 5.85% | 0.30 CHF | 0.32 CHF | 114,037 | 20,000 | 118,251 | 20,000 | 34,768 CHF | 6,239 CHF | 100.00% | 100.00% |
05/07/2024 | 5.92% | 0.27 CHF | 0.29 CHF | 123,546 | 20,000 | 116,777 | 20,000 | 34,788 CHF | 6,329 CHF | 98.98% | 98.98% |
04/07/2024 | 6.23% | 0.29 CHF | 0.31 CHF | 119,258 | 20,000 | 121,901 | 20,000 | 34,780 CHF | 6,075 CHF | 100.00% | 100.00% |
03/07/2024 | 6.78% | 0.27 CHF | 0.29 CHF | 126,457 | 20,000 | 125,457 | 20,000 | 34,070 CHF | 5,812 CHF | 98.25% | 98.25% |
02/07/2024 | 6.30% | 0.29 CHF | 0.31 CHF | 122,080 | 20,000 | 128,149 | 20,000 | 34,550 CHF | 5,747 CHF | 99.90% | 99.90% |