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 | 6.79% | 0.14 CHF | 0.15 CHF | 246,041 | 50,000 | 240,611 | 50,000 | 35,435 CHF | 7,887 CHF | 99.72% | 99.72% |
12/07/2024 | 7.33% | 0.14 CHF | 0.16 CHF | 248,670 | 50,000 | 262,707 | 50,000 | 36,023 CHF | 7,380 CHF | 99.01% | 99.01% |
11/07/2024 | 7.81% | 0.13 CHF | 0.14 CHF | 262,487 | 50,000 | 289,846 | 50,000 | 35,692 CHF | 6,667 CHF | 99.09% | 99.09% |
10/07/2024 | 8.40% | 0.12 CHF | 0.13 CHF | 297,815 | 50,000 | 301,168 | 50,000 | 34,538 CHF | 6,235 CHF | 100.00% | 100.00% |
09/07/2024 | 8.00% | 0.11 CHF | 0.12 CHF | 301,617 | 50,000 | 267,371 | 50,000 | 34,637 CHF | 7,056 CHF | 100.00% | 100.00% |
08/07/2024 | 8.00% | 0.13 CHF | 0.14 CHF | 264,797 | 50,000 | 263,196 | 50,000 | 34,799 CHF | 7,162 CHF | 100.00% | 100.00% |
05/07/2024 | 7.26% | 0.14 CHF | 0.15 CHF | 265,816 | 50,000 | 265,583 | 50,000 | 36,376 CHF | 7,375 CHF | 98.86% | 98.86% |
04/07/2024 | 8.00% | 0.12 CHF | 0.13 CHF | 283,235 | 50,000 | 292,643 | 50,000 | 35,380 CHF | 6,551 CHF | 100.00% | 100.00% |
03/07/2024 | 9.48% | 0.11 CHF | 0.12 CHF | 326,755 | 50,000 | 325,418 | 50,000 | 33,406 CHF | 5,643 CHF | 99.82% | 99.82% |
02/07/2024 | 10.34% | 0.10 CHF | 0.11 CHF | 355,247 | 50,000 | 380,996 | 50,000 | 34,998 CHF | 5,103 CHF | 100.00% | 100.00% |