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 | 8.24% | 0.11 CHF | 0.12 CHF | 369,937 | 50,000 | 363,583 | 50,000 | 42,365 CHF | 6,329 CHF | 99.71% | 99.71% |
12/07/2024 | 8.00% | 0.12 CHF | 0.13 CHF | 372,214 | 50,000 | 370,900 | 50,000 | 44,498 CHF | 6,499 CHF | 99.01% | 99.01% |
11/07/2024 | 7.55% | 0.13 CHF | 0.14 CHF | 348,441 | 50,000 | 350,388 | 50,000 | 44,681 CHF | 6,876 CHF | 99.08% | 99.08% |
10/07/2024 | 8.23% | 0.12 CHF | 0.13 CHF | 376,813 | 50,000 | 382,035 | 50,000 | 44,568 CHF | 6,338 CHF | 100.00% | 100.00% |
09/07/2024 | 8.80% | 0.10 CHF | 0.11 CHF | 401,603 | 50,000 | 384,996 | 50,000 | 41,844 CHF | 5,937 CHF | 100.00% | 100.00% |
08/07/2024 | 8.27% | 0.12 CHF | 0.13 CHF | 353,137 | 50,000 | 376,863 | 50,000 | 43,711 CHF | 6,309 CHF | 100.00% | 100.00% |
05/07/2024 | 8.70% | 0.11 CHF | 0.12 CHF | 393,741 | 50,000 | 393,741 | 50,000 | 43,312 CHF | 6,000 CHF | 98.86% | 98.86% |
04/07/2024 | 8.82% | 0.11 CHF | 0.12 CHF | 407,545 | 50,000 | 408,712 | 50,000 | 44,345 CHF | 5,926 CHF | 100.00% | 100.00% |
03/07/2024 | 9.83% | 0.10 CHF | 0.11 CHF | 442,946 | 50,000 | 440,100 | 50,000 | 42,671 CHF | 5,346 CHF | 99.82% | 99.82% |
02/07/2024 | 10.09% | 0.10 CHF | 0.11 CHF | 442,314 | 50,000 | 429,156 | 50,000 | 40,442 CHF | 5,216 CHF | 100.00% | 100.00% |