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 | 6.97% | 0.38 CHF | 0.41 CHF | 129,279 | 25,000 | 127,676 | 25,000 | 49,408 CHF | 10,374 CHF | 94.52% | 94.52% |
12/07/2024 | 7.28% | 0.39 CHF | 0.42 CHF | 127,391 | 25,000 | 127,517 | 25,000 | 49,135 CHF | 10,362 CHF | 98.90% | 98.90% |
11/07/2024 | 7.31% | 0.38 CHF | 0.41 CHF | 129,404 | 25,000 | 133,793 | 25,000 | 48,084 CHF | 9,669 CHF | 98.05% | 98.05% |
10/07/2024 | 7.98% | 0.35 CHF | 0.38 CHF | 135,553 | 25,000 | 136,697 | 25,000 | 47,362 CHF | 9,383 CHF | 99.89% | 99.89% |
09/07/2024 | 6.63% | 0.35 CHF | 0.37 CHF | 136,507 | 25,000 | 136,995 | 25,000 | 47,414 CHF | 9,247 CHF | 99.90% | 99.90% |
08/07/2024 | 8.06% | 0.34 CHF | 0.37 CHF | 138,189 | 25,000 | 137,256 | 25,000 | 46,769 CHF | 9,234 CHF | 100.00% | 100.00% |
05/07/2024 | 8.35% | 0.33 CHF | 0.36 CHF | 140,125 | 25,000 | 138,160 | 25,000 | 46,058 CHF | 9,062 CHF | 98.86% | 98.86% |
04/07/2024 | 8.30% | 0.33 CHF | 0.36 CHF | 138,903 | 25,000 | 140,508 | 25,000 | 45,954 CHF | 8,887 CHF | 100.00% | 100.00% |
03/07/2024 | 8.15% | 0.31 CHF | 0.34 CHF | 146,223 | 25,000 | 144,282 | 25,000 | 45,428 CHF | 8,542 CHF | 99.73% | 99.73% |
02/07/2024 | 7.28% | 0.31 CHF | 0.33 CHF | 148,450 | 25,000 | 146,502 | 25,000 | 46,347 CHF | 8,508 CHF | 100.00% | 100.00% |