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 | 6.41% | 0.21 CHF | 0.22 CHF | 112,195 | 50,000 | 110,627 | 50,000 | 20,794 CHF | 10,007 CHF | 94.81% | 94.81% |
12/07/2024 | 7.04% | 0.15 CHF | 0.16 CHF | 108,244 | 50,000 | 108,589 | 50,000 | 16,711 CHF | 8,257 CHF | 99.01% | 99.01% |
11/07/2024 | 7.01% | 0.16 CHF | 0.17 CHF | 108,855 | 50,000 | 111,344 | 50,000 | 21,376 CHF | 10,288 CHF | 99.09% | 99.09% |
10/07/2024 | 5.40% | 0.22 CHF | 0.23 CHF | 113,776 | 50,000 | 114,961 | 50,000 | 27,760 CHF | 12,741 CHF | 100.00% | 100.00% |
09/07/2024 | 4.62% | 0.23 CHF | 0.24 CHF | 113,679 | 50,000 | 113,341 | 50,000 | 25,068 CHF | 11,581 CHF | 100.00% | 100.00% |
08/07/2024 | 5.96% | 0.23 CHF | 0.24 CHF | 113,540 | 50,000 | 111,091 | 49,819 | 22,270 CHF | 10,589 CHF | 100.00% | 100.00% |
05/07/2024 | 6.03% | 0.21 CHF | 0.22 CHF | 112,672 | 50,000 | 113,585 | 50,000 | 25,154 CHF | 11,760 CHF | 98.87% | 98.87% |
04/07/2024 | 4.03% | 0.24 CHF | 0.25 CHF | 115,246 | 50,000 | 116,509 | 50,000 | 29,980 CHF | 13,394 CHF | 100.00% | 100.00% |
03/07/2024 | 3.94% | 0.26 CHF | 0.27 CHF | 116,539 | 50,000 | 116,315 | 50,000 | 29,440 CHF | 13,163 CHF | 99.73% | 99.73% |
02/07/2024 | 4.61% | 0.26 CHF | 0.27 CHF | 117,226 | 50,000 | 117,071 | 50,000 | 30,402 CHF | 13,596 CHF | 100.00% | 100.00% |