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 | 8.39% | 0.16 CHF | 0.17 CHF | 172,140 | 50,000 | 169,754 | 50,000 | 27,673 CHF | 8,872 CHF | 99.73% | 99.73% |
12/07/2024 | 7.26% | 0.17 CHF | 0.18 CHF | 166,466 | 50,000 | 172,593 | 50,000 | 28,096 CHF | 8,764 CHF | 99.01% | 99.01% |
11/07/2024 | 9.21% | 0.15 CHF | 0.17 CHF | 180,562 | 50,000 | 185,291 | 50,000 | 27,133 CHF | 8,040 CHF | 99.08% | 99.08% |
10/07/2024 | 7.99% | 0.14 CHF | 0.15 CHF | 200,597 | 50,000 | 204,914 | 50,000 | 26,912 CHF | 7,115 CHF | 100.00% | 100.00% |
09/07/2024 | 9.29% | 0.11 CHF | 0.12 CHF | 228,760 | 50,000 | 219,417 | 50,000 | 25,807 CHF | 6,456 CHF | 100.00% | 100.00% |
08/07/2024 | 9.82% | 0.12 CHF | 0.13 CHF | 214,448 | 50,000 | 204,056 | 50,000 | 26,692 CHF | 7,245 CHF | 100.00% | 100.00% |
05/07/2024 | 7.44% | 0.15 CHF | 0.16 CHF | 185,294 | 50,000 | 182,167 | 50,000 | 28,281 CHF | 8,370 CHF | 98.86% | 98.86% |
04/07/2024 | 7.57% | 0.14 CHF | 0.15 CHF | 196,814 | 50,000 | 199,697 | 50,000 | 27,958 CHF | 7,552 CHF | 100.00% | 100.00% |
03/07/2024 | 7.43% | 0.13 CHF | 0.15 CHF | 210,495 | 50,000 | 202,898 | 50,000 | 27,950 CHF | 7,421 CHF | 99.82% | 99.82% |
02/07/2024 | 11.50% | 0.13 CHF | 0.15 CHF | 212,502 | 50,000 | 214,456 | 50,000 | 28,025 CHF | 7,335 CHF | 100.00% | 100.00% |