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 | 5.95% | 0.19 CHF | 0.20 CHF | 229,591 | 50,000 | 219,482 | 50,000 | 45,351 CHF | 10,979 CHF | 98.61% | 98.61% |
12/07/2024 | 7.54% | 0.19 CHF | 0.20 CHF | 238,503 | 50,000 | 233,318 | 50,000 | 44,223 CHF | 10,223 CHF | 99.38% | 99.38% |
11/07/2024 | 6.12% | 0.20 CHF | 0.21 CHF | 229,438 | 50,000 | 217,230 | 50,000 | 46,063 CHF | 11,296 CHF | 98.72% | 98.72% |
10/07/2024 | 4.79% | 0.25 CHF | 0.26 CHF | 192,557 | 50,000 | 191,087 | 50,000 | 48,386 CHF | 13,291 CHF | 95.49% | 95.49% |
09/07/2024 | 4.79% | 0.28 CHF | 0.29 CHF | 181,104 | 50,000 | 186,585 | 50,000 | 49,137 CHF | 13,817 CHF | 39.03% | 39.03% |
08/07/2024 | 5.60% | 0.28 CHF | 0.29 CHF | 181,060 | 50,000 | 186,284 | 50,000 | 49,097 CHF | 13,944 CHF | 78.26% | 78.26% |
05/07/2024 | 5.14% | 0.25 CHF | 0.26 CHF | 192,721 | 50,000 | 195,005 | 50,000 | 48,660 CHF | 13,141 CHF | 99.62% | 99.62% |
04/07/2024 | 5.84% | 0.26 CHF | 0.27 CHF | 192,135 | 50,000 | 191,491 | 50,000 | 48,897 CHF | 13,540 CHF | 99.71% | 99.71% |
03/07/2024 | 6.17% | 0.23 CHF | 0.25 CHF | 205,865 | 50,000 | 216,433 | 50,000 | 46,687 CHF | 11,494 CHF | 99.73% | 99.73% |
02/07/2024 | 7.67% | 0.18 CHF | 0.19 CHF | 252,841 | 50,000 | 262,138 | 50,000 | 43,481 CHF | 8,966 CHF | 100.00% | 100.00% |