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 | 6.09% | 0.24 CHF | 0.26 CHF | 202,424 | 50,000 | 197,071 | 50,000 | 49,326 CHF | 13,305 CHF | 82.60% | 82.60% |
12/07/2024 | 4.55% | 0.26 CHF | 0.27 CHF | 193,315 | 50,000 | 197,501 | 50,000 | 49,784 CHF | 13,195 CHF | 72.38% | 72.38% |
11/07/2024 | 7.39% | 0.25 CHF | 0.27 CHF | 198,653 | 50,000 | 201,113 | 50,000 | 48,563 CHF | 13,002 CHF | 78.02% | 78.02% |
10/07/2024 | 6.67% | 0.24 CHF | 0.26 CHF | 201,940 | 50,000 | 200,138 | 50,000 | 49,361 CHF | 13,183 CHF | 100.00% | 100.00% |
09/07/2024 | 6.76% | 0.25 CHF | 0.26 CHF | 199,977 | 50,000 | 198,133 | 50,000 | 50,316 CHF | 13,590 CHF | 100.00% | 100.00% |
08/07/2024 | 5.93% | 0.25 CHF | 0.27 CHF | 200,000 | 50,000 | 200,343 | 50,000 | 49,880 CHF | 13,212 CHF | 99.45% | 99.45% |
05/07/2024 | 6.45% | 0.23 CHF | 0.24 CHF | 210,095 | 50,000 | 210,660 | 50,000 | 48,820 CHF | 12,362 CHF | 99.62% | 99.62% |
04/07/2024 | 7.75% | 0.23 CHF | 0.25 CHF | 208,850 | 50,000 | 205,857 | 50,000 | 49,071 CHF | 12,887 CHF | 92.35% | 92.35% |
03/07/2024 | 5.99% | 0.25 CHF | 0.27 CHF | 200,000 | 50,000 | 200,307 | 50,000 | 49,966 CHF | 13,245 CHF | 87.34% | 87.34% |
02/07/2024 | 7.29% | 0.25 CHF | 0.27 CHF | 200,000 | 50,000 | 208,904 | 50,000 | 50,340 CHF | 12,964 CHF | 73.56% | 73.56% |