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 | 5.83% | 0.21 CHF | 0.23 CHF | 147,165 | 50,000 | 145,559 | 50,000 | 31,565 CHF | 11,494 CHF | 99.73% | 99.73% |
12/07/2024 | 4.96% | 0.23 CHF | 0.24 CHF | 141,933 | 50,000 | 153,013 | 50,000 | 31,835 CHF | 10,937 CHF | 99.01% | 99.01% |
11/07/2024 | 6.03% | 0.21 CHF | 0.22 CHF | 154,181 | 50,000 | 163,716 | 50,000 | 31,402 CHF | 10,191 CHF | 99.08% | 99.08% |
10/07/2024 | 4.99% | 0.21 CHF | 0.22 CHF | 154,066 | 50,000 | 161,147 | 50,000 | 31,564 CHF | 10,315 CHF | 100.00% | 100.00% |
09/07/2024 | 6.35% | 0.18 CHF | 0.19 CHF | 163,018 | 50,000 | 154,478 | 50,000 | 31,302 CHF | 10,803 CHF | 100.00% | 100.00% |
08/07/2024 | 6.27% | 0.21 CHF | 0.22 CHF | 152,762 | 50,000 | 150,417 | 50,000 | 31,849 CHF | 11,274 CHF | 100.00% | 100.00% |
05/07/2024 | 4.48% | 0.22 CHF | 0.23 CHF | 149,123 | 50,000 | 147,706 | 50,000 | 33,548 CHF | 11,890 CHF | 98.86% | 98.86% |
04/07/2024 | 5.28% | 0.21 CHF | 0.22 CHF | 159,736 | 50,000 | 161,073 | 50,000 | 32,008 CHF | 10,481 CHF | 100.00% | 100.00% |
03/07/2024 | 6.15% | 0.18 CHF | 0.19 CHF | 177,889 | 50,000 | 181,258 | 50,000 | 31,658 CHF | 9,290 CHF | 99.82% | 99.82% |
02/07/2024 | 6.43% | 0.17 CHF | 0.18 CHF | 186,571 | 50,000 | 202,883 | 50,000 | 30,826 CHF | 8,115 CHF | 100.00% | 100.00% |