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 | 6.02% | 0.16 CHF | 0.17 CHF | 290,726 | 50,000 | 275,668 | 50,000 | 44,487 CHF | 8,571 CHF | 81.98% | 81.98% |
12/07/2024 | 6.13% | 0.15 CHF | 0.16 CHF | 285,731 | 50,000 | 279,568 | 50,000 | 44,204 CHF | 8,408 CHF | 91.40% | 91.40% |
11/07/2024 | 6.12% | 0.15 CHF | 0.16 CHF | 282,215 | 50,000 | 282,627 | 50,000 | 44,799 CHF | 8,426 CHF | 98.67% | 98.67% |
10/07/2024 | 6.84% | 0.15 CHF | 0.16 CHF | 302,757 | 50,000 | 311,776 | 50,000 | 44,030 CHF | 7,563 CHF | 99.41% | 99.41% |
09/07/2024 | 6.98% | 0.13 CHF | 0.14 CHF | 319,286 | 50,000 | 308,276 | 50,000 | 42,666 CHF | 7,423 CHF | 87.05% | 87.05% |
08/07/2024 | 6.95% | 0.13 CHF | 0.14 CHF | 317,299 | 50,000 | 319,636 | 50,000 | 44,425 CHF | 7,449 CHF | 88.03% | 88.03% |
05/07/2024 | 7.18% | 0.13 CHF | 0.14 CHF | 322,292 | 50,000 | 319,186 | 50,000 | 42,927 CHF | 7,225 CHF | 97.09% | 97.09% |
04/07/2024 | 7.17% | 0.14 CHF | 0.15 CHF | 322,639 | 50,000 | 327,558 | 50,000 | 44,132 CHF | 7,241 CHF | 98.24% | 98.24% |
03/07/2024 | 8.19% | 0.12 CHF | 0.13 CHF | 356,319 | 50,000 | 356,747 | 50,000 | 41,849 CHF | 6,366 CHF | 99.65% | 99.65% |
02/07/2024 | 8.94% | 0.12 CHF | 0.13 CHF | 355,985 | 50,000 | 378,222 | 50,000 | 40,489 CHF | 5,857 CHF | 98.10% | 98.10% |