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 | 7.34% | 0.23 CHF | 0.25 CHF | 154,088 | 20,000 | 147,719 | 20,000 | 35,444 CHF | 5,167 CHF | 99.72% | 99.72% |
12/07/2024 | 7.39% | 0.26 CHF | 0.28 CHF | 142,094 | 20,000 | 150,008 | 20,000 | 36,031 CHF | 5,177 CHF | 99.01% | 99.01% |
11/07/2024 | 7.27% | 0.24 CHF | 0.26 CHF | 149,923 | 20,000 | 158,002 | 20,000 | 35,503 CHF | 4,838 CHF | 99.08% | 99.08% |
10/07/2024 | 8.65% | 0.21 CHF | 0.23 CHF | 163,200 | 20,000 | 163,885 | 20,000 | 34,745 CHF | 4,624 CHF | 100.00% | 100.00% |
09/07/2024 | 8.10% | 0.20 CHF | 0.22 CHF | 167,563 | 20,000 | 168,736 | 20,000 | 34,421 CHF | 4,425 CHF | 100.00% | 100.00% |
08/07/2024 | 9.08% | 0.20 CHF | 0.22 CHF | 168,224 | 20,000 | 176,167 | 20,000 | 34,016 CHF | 4,231 CHF | 100.00% | 100.00% |
05/07/2024 | 8.47% | 0.18 CHF | 0.20 CHF | 182,351 | 20,000 | 173,649 | 20,000 | 34,212 CHF | 4,294 CHF | 98.98% | 98.98% |
04/07/2024 | 8.70% | 0.19 CHF | 0.21 CHF | 181,512 | 20,000 | 182,668 | 20,000 | 34,480 CHF | 4,120 CHF | 100.00% | 100.00% |
03/07/2024 | 9.11% | 0.18 CHF | 0.19 CHF | 189,538 | 20,000 | 188,895 | 20,000 | 34,066 CHF | 3,952 CHF | 98.25% | 98.25% |
02/07/2024 | 9.34% | 0.19 CHF | 0.21 CHF | 183,698 | 20,000 | 191,354 | 20,000 | 33,773 CHF | 3,877 CHF | 99.90% | 99.90% |