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 | 7.97% | 0.35 CHF | 0.38 CHF | 124,323 | 25,000 | 122,288 | 25,000 | 42,674 CHF | 9,448 CHF | 94.51% | 94.51% |
12/07/2024 | 7.58% | 0.35 CHF | 0.38 CHF | 122,355 | 25,000 | 122,936 | 25,000 | 43,055 CHF | 9,447 CHF | 98.90% | 98.90% |
11/07/2024 | 8.07% | 0.35 CHF | 0.37 CHF | 124,094 | 25,000 | 128,979 | 25,000 | 41,699 CHF | 8,765 CHF | 98.05% | 98.05% |
10/07/2024 | 9.03% | 0.31 CHF | 0.34 CHF | 131,251 | 25,000 | 130,948 | 25,000 | 40,227 CHF | 8,406 CHF | 99.75% | 99.75% |
09/07/2024 | 9.20% | 0.30 CHF | 0.33 CHF | 131,069 | 25,000 | 131,997 | 25,000 | 40,070 CHF | 8,322 CHF | 91.41% | 91.41% |
08/07/2024 | 7.76% | 0.30 CHF | 0.33 CHF | 132,978 | 25,000 | 132,303 | 25,000 | 40,623 CHF | 8,296 CHF | 100.00% | 100.00% |
05/07/2024 | 8.49% | 0.30 CHF | 0.33 CHF | 134,917 | 25,000 | 134,550 | 25,000 | 40,490 CHF | 8,191 CHF | 98.86% | 98.86% |
04/07/2024 | 9.30% | 0.30 CHF | 0.33 CHF | 135,646 | 25,000 | 136,823 | 25,000 | 40,212 CHF | 8,068 CHF | 100.00% | 100.00% |
03/07/2024 | 9.82% | 0.27 CHF | 0.30 CHF | 142,609 | 25,000 | 140,362 | 25,000 | 38,718 CHF | 7,610 CHF | 99.73% | 99.73% |
02/07/2024 | 8.55% | 0.27 CHF | 0.30 CHF | 145,101 | 25,000 | 142,242 | 25,000 | 39,266 CHF | 7,519 CHF | 98.13% | 98.13% |