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 | 5.15% | 0.19 CHF | 0.20 CHF | 184,286 | 50,000 | 183,672 | 50,000 | 35,205 CHF | 10,092 CHF | 99.72% | 99.72% |
12/07/2024 | 5.59% | 0.20 CHF | 0.21 CHF | 183,509 | 50,000 | 193,361 | 50,000 | 36,108 CHF | 9,876 CHF | 99.01% | 99.01% |
11/07/2024 | 6.55% | 0.19 CHF | 0.20 CHF | 192,574 | 50,000 | 207,973 | 50,000 | 35,778 CHF | 9,189 CHF | 99.08% | 99.08% |
10/07/2024 | 6.06% | 0.18 CHF | 0.19 CHF | 193,896 | 50,000 | 201,746 | 50,000 | 35,266 CHF | 9,298 CHF | 100.00% | 100.00% |
09/07/2024 | 5.87% | 0.16 CHF | 0.17 CHF | 210,334 | 50,000 | 193,929 | 50,000 | 35,134 CHF | 9,610 CHF | 100.00% | 100.00% |
08/07/2024 | 5.20% | 0.19 CHF | 0.20 CHF | 193,059 | 50,000 | 193,289 | 50,000 | 36,456 CHF | 9,934 CHF | 100.00% | 100.00% |
05/07/2024 | 5.32% | 0.19 CHF | 0.21 CHF | 187,389 | 50,000 | 188,678 | 50,000 | 37,376 CHF | 10,455 CHF | 98.86% | 98.86% |
04/07/2024 | 5.47% | 0.18 CHF | 0.19 CHF | 204,915 | 50,000 | 206,599 | 50,000 | 36,849 CHF | 9,423 CHF | 100.00% | 100.00% |
03/07/2024 | 6.20% | 0.16 CHF | 0.17 CHF | 225,689 | 50,000 | 226,744 | 50,000 | 35,448 CHF | 8,318 CHF | 99.82% | 99.82% |
02/07/2024 | 6.98% | 0.15 CHF | 0.16 CHF | 228,104 | 50,000 | 247,869 | 50,000 | 34,588 CHF | 7,493 CHF | 100.00% | 100.00% |