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 | 6.58% | 0.16 CHF | 0.17 CHF | 168,148 | 50,000 | 162,451 | 50,000 | 27,437 CHF | 9,027 CHF | 98.73% | 98.73% |
12/07/2024 | 6.87% | 0.17 CHF | 0.18 CHF | 162,311 | 50,000 | 172,341 | 50,000 | 27,698 CHF | 8,612 CHF | 99.38% | 99.38% |
11/07/2024 | 7.04% | 0.16 CHF | 0.17 CHF | 174,136 | 50,000 | 169,508 | 50,000 | 27,074 CHF | 8,571 CHF | 99.16% | 99.16% |
10/07/2024 | 7.62% | 0.16 CHF | 0.17 CHF | 170,653 | 50,000 | 165,546 | 50,000 | 27,222 CHF | 8,883 CHF | 100.00% | 100.00% |
09/07/2024 | 6.32% | 0.17 CHF | 0.18 CHF | 161,961 | 50,000 | 157,787 | 50,000 | 28,630 CHF | 9,673 CHF | 100.00% | 100.00% |
08/07/2024 | 6.22% | 0.16 CHF | 0.17 CHF | 177,741 | 50,000 | 173,672 | 50,000 | 27,872 CHF | 8,542 CHF | 100.00% | 100.00% |
05/07/2024 | 7.32% | 0.16 CHF | 0.17 CHF | 171,856 | 50,000 | 159,277 | 47,893 | 26,189 CHF | 8,427 CHF | 99.62% | 99.62% |
04/07/2024 | 8.18% | 0.13 CHF | 0.14 CHF | 211,603 | 50,000 | 206,363 | 50,000 | 26,087 CHF | 6,864 CHF | 100.00% | 100.00% |
03/07/2024 | 8.05% | 0.13 CHF | 0.14 CHF | 203,867 | 50,000 | 196,393 | 50,000 | 27,058 CHF | 7,473 CHF | 99.73% | 99.73% |
02/07/2024 | 7.81% | 0.14 CHF | 0.15 CHF | 198,892 | 50,000 | 200,158 | 50,000 | 26,162 CHF | 7,067 CHF | 100.00% | 100.00% |