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 | 5.72% | 0.17 CHF | 0.18 CHF | 282,652 | 75,000 | 289,108 | 75,000 | 49,060 CHF | 13,478 CHF | 80.07% | 80.07% |
12/07/2024 | 5.89% | 0.17 CHF | 0.18 CHF | 292,561 | 75,000 | 297,626 | 75,000 | 49,091 CHF | 13,125 CHF | 69.70% | 69.70% |
11/07/2024 | 6.44% | 0.17 CHF | 0.18 CHF | 307,418 | 75,000 | 309,626 | 75,000 | 46,527 CHF | 12,022 CHF | 86.23% | 86.23% |
10/07/2024 | 6.89% | 0.15 CHF | 0.16 CHF | 322,776 | 75,000 | 332,958 | 75,000 | 46,656 CHF | 11,260 CHF | 96.53% | 96.53% |
09/07/2024 | 7.52% | 0.13 CHF | 0.14 CHF | 354,520 | 75,000 | 354,723 | 75,000 | 45,431 CHF | 10,356 CHF | 98.40% | 98.40% |
08/07/2024 | 8.10% | 0.12 CHF | 0.13 CHF | 368,745 | 75,000 | 369,256 | 75,000 | 43,778 CHF | 9,643 CHF | 97.64% | 97.64% |
05/07/2024 | 8.02% | 0.12 CHF | 0.13 CHF | 373,001 | 75,000 | 373,397 | 75,000 | 44,699 CHF | 9,728 CHF | 98.50% | 98.50% |
04/07/2024 | 8.07% | 0.12 CHF | 0.13 CHF | 377,972 | 75,000 | 378,441 | 75,000 | 45,018 CHF | 9,672 CHF | 93.73% | 93.73% |
03/07/2024 | 8.47% | 0.11 CHF | 0.12 CHF | 379,131 | 75,000 | 379,740 | 75,000 | 43,021 CHF | 9,247 CHF | 99.75% | 99.75% |
02/07/2024 | 8.39% | 0.11 CHF | 0.12 CHF | 378,348 | 75,000 | 379,499 | 75,000 | 43,397 CHF | 9,327 CHF | 100.00% | 100.00% |