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 | 5.66% | 0.18 CHF | 0.19 CHF | 201,340 | 50,000 | 189,667 | 49,999 | 35,850 CHF | 10,011 CHF | 94.83% | 94.83% |
12/07/2024 | 6.23% | 0.21 CHF | 0.22 CHF | 180,292 | 50,000 | 178,861 | 50,000 | 37,509 CHF | 11,162 CHF | 99.01% | 99.01% |
11/07/2024 | 6.48% | 0.21 CHF | 0.22 CHF | 181,518 | 50,000 | 194,600 | 50,000 | 36,512 CHF | 10,008 CHF | 98.86% | 98.86% |
10/07/2024 | 7.56% | 0.17 CHF | 0.18 CHF | 212,851 | 50,000 | 216,574 | 50,000 | 34,355 CHF | 8,553 CHF | 97.71% | 97.71% |
09/07/2024 | 5.68% | 0.17 CHF | 0.18 CHF | 202,444 | 50,000 | 202,383 | 50,000 | 34,605 CHF | 9,050 CHF | 90.98% | 90.98% |
08/07/2024 | 5.84% | 0.17 CHF | 0.18 CHF | 202,845 | 50,000 | 196,039 | 49,818 | 35,957 CHF | 9,686 CHF | 99.45% | 99.45% |
05/07/2024 | 7.10% | 0.18 CHF | 0.19 CHF | 204,124 | 50,000 | 208,747 | 50,000 | 35,645 CHF | 9,167 CHF | 98.47% | 98.47% |
04/07/2024 | 8.20% | 0.16 CHF | 0.17 CHF | 220,394 | 50,000 | 222,547 | 50,000 | 33,995 CHF | 8,292 CHF | 100.00% | 100.00% |
03/07/2024 | 7.00% | 0.15 CHF | 0.16 CHF | 222,159 | 50,000 | 220,824 | 50,000 | 34,441 CHF | 8,364 CHF | 99.73% | 99.73% |
02/07/2024 | 6.53% | 0.15 CHF | 0.16 CHF | 222,307 | 50,000 | 221,913 | 50,000 | 33,603 CHF | 8,083 CHF | 100.00% | 100.00% |