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 | 6.22% | 0.15 CHF | 0.16 CHF | 297,083 | 50,000 | 292,263 | 50,000 | 45,570 CHF | 8,300 CHF | 99.72% | 99.72% |
12/07/2024 | 5.93% | 0.16 CHF | 0.17 CHF | 284,861 | 50,000 | 289,244 | 50,000 | 47,382 CHF | 8,690 CHF | 99.01% | 99.01% |
11/07/2024 | 5.83% | 0.17 CHF | 0.18 CHF | 276,088 | 50,000 | 286,028 | 50,000 | 47,722 CHF | 8,844 CHF | 97.88% | 97.88% |
10/07/2024 | 6.31% | 0.16 CHF | 0.17 CHF | 306,062 | 50,000 | 303,562 | 50,000 | 46,644 CHF | 8,183 CHF | 100.00% | 100.00% |
09/07/2024 | 6.18% | 0.15 CHF | 0.16 CHF | 314,908 | 50,000 | 302,699 | 50,000 | 47,504 CHF | 8,350 CHF | 95.72% | 95.72% |
08/07/2024 | 6.10% | 0.16 CHF | 0.17 CHF | 305,387 | 50,000 | 305,181 | 50,000 | 48,513 CHF | 8,448 CHF | 99.68% | 99.68% |
05/07/2024 | 6.08% | 0.16 CHF | 0.17 CHF | 305,568 | 50,000 | 304,954 | 50,000 | 48,641 CHF | 8,476 CHF | 98.23% | 98.23% |
04/07/2024 | 6.84% | 0.14 CHF | 0.15 CHF | 319,436 | 50,000 | 333,511 | 50,000 | 47,110 CHF | 7,564 CHF | 94.31% | 94.31% |
03/07/2024 | 7.12% | 0.14 CHF | 0.15 CHF | 343,819 | 50,000 | 337,998 | 50,000 | 45,829 CHF | 7,282 CHF | 100.00% | 100.00% |
02/07/2024 | 7.71% | 0.14 CHF | 0.15 CHF | 345,363 | 50,000 | 367,346 | 50,000 | 45,831 CHF | 6,744 CHF | 92.73% | 92.73% |