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 | 7.09% | 0.20 CHF | 0.21 CHF | 197,123 | 50,000 | 191,574 | 50,000 | 39,856 CHF | 11,175 CHF | 98.73% | 98.73% |
12/07/2024 | 7.80% | 0.22 CHF | 0.23 CHF | 188,797 | 50,000 | 194,327 | 50,000 | 39,885 CHF | 11,095 CHF | 99.38% | 99.38% |
11/07/2024 | 6.06% | 0.21 CHF | 0.22 CHF | 195,103 | 50,000 | 197,008 | 50,000 | 39,691 CHF | 10,707 CHF | 99.15% | 99.15% |
10/07/2024 | 6.98% | 0.20 CHF | 0.21 CHF | 200,536 | 50,000 | 197,219 | 50,000 | 40,161 CHF | 10,920 CHF | 100.00% | 100.00% |
09/07/2024 | 5.92% | 0.20 CHF | 0.22 CHF | 197,080 | 50,000 | 194,125 | 50,000 | 41,098 CHF | 11,234 CHF | 100.00% | 100.00% |
08/07/2024 | 6.33% | 0.21 CHF | 0.22 CHF | 197,400 | 50,000 | 196,638 | 50,000 | 40,440 CHF | 10,955 CHF | 100.00% | 100.00% |
05/07/2024 | 6.58% | 0.19 CHF | 0.20 CHF | 212,355 | 50,000 | 208,733 | 50,000 | 39,534 CHF | 10,116 CHF | 99.62% | 99.62% |
04/07/2024 | 6.69% | 0.19 CHF | 0.21 CHF | 208,197 | 50,000 | 203,513 | 50,000 | 40,250 CHF | 10,577 CHF | 100.00% | 100.00% |
03/07/2024 | 7.65% | 0.21 CHF | 0.22 CHF | 202,426 | 50,000 | 201,928 | 50,000 | 41,253 CHF | 11,026 CHF | 99.73% | 99.73% |
02/07/2024 | 6.86% | 0.21 CHF | 0.22 CHF | 199,496 | 50,000 | 205,844 | 50,000 | 41,047 CHF | 10,680 CHF | 100.00% | 100.00% |