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 | 5.00% | 0.22 CHF | 0.23 CHF | 138,234 | 50,000 | 131,803 | 50,000 | 31,480 CHF | 12,573 CHF | 94.82% | 94.82% |
12/07/2024 | 7.60% | 0.27 CHF | 0.29 CHF | 126,259 | 50,000 | 126,614 | 50,000 | 33,867 CHF | 14,432 CHF | 96.90% | 96.90% |
11/07/2024 | 5.30% | 0.26 CHF | 0.28 CHF | 128,173 | 50,000 | 134,897 | 50,000 | 31,583 CHF | 12,347 CHF | 98.70% | 98.70% |
10/07/2024 | 5.81% | 0.21 CHF | 0.22 CHF | 143,316 | 50,000 | 147,786 | 50,000 | 28,802 CHF | 10,329 CHF | 94.32% | 94.32% |
09/07/2024 | 5.10% | 0.21 CHF | 0.22 CHF | 141,606 | 50,000 | 140,705 | 50,000 | 29,658 CHF | 11,090 CHF | 99.60% | 99.60% |
08/07/2024 | 4.69% | 0.20 CHF | 0.22 CHF | 142,753 | 50,000 | 136,144 | 49,818 | 31,395 CHF | 12,041 CHF | 99.46% | 99.46% |
05/07/2024 | 6.07% | 0.22 CHF | 0.24 CHF | 139,362 | 50,000 | 142,390 | 50,000 | 30,149 CHF | 11,257 CHF | 97.30% | 97.30% |
04/07/2024 | 6.32% | 0.20 CHF | 0.21 CHF | 149,938 | 50,000 | 153,931 | 50,000 | 28,329 CHF | 9,802 CHF | 100.00% | 100.00% |
03/07/2024 | 6.36% | 0.18 CHF | 0.20 CHF | 152,588 | 50,000 | 153,019 | 50,000 | 28,593 CHF | 9,954 CHF | 89.23% | 89.23% |
02/07/2024 | 7.56% | 0.19 CHF | 0.20 CHF | 156,817 | 50,000 | 155,637 | 50,000 | 28,415 CHF | 9,848 CHF | 96.90% | 96.90% |