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 | 5.17% | 0.45 CHF | 0.47 CHF | 96,344 | 25,000 | 96,102 | 25,000 | 43,667 CHF | 11,962 CHF | 94.83% | 94.83% |
12/07/2024 | 5.83% | 0.45 CHF | 0.48 CHF | 96,053 | 25,000 | 96,308 | 25,000 | 43,371 CHF | 11,934 CHF | 99.01% | 99.01% |
11/07/2024 | 6.52% | 0.44 CHF | 0.47 CHF | 96,431 | 25,000 | 97,706 | 25,000 | 40,424 CHF | 11,041 CHF | 99.09% | 99.09% |
10/07/2024 | 6.29% | 0.40 CHF | 0.43 CHF | 98,553 | 25,000 | 98,440 | 25,000 | 39,341 CHF | 10,639 CHF | 100.00% | 100.00% |
09/07/2024 | 7.28% | 0.40 CHF | 0.43 CHF | 98,424 | 25,000 | 98,625 | 25,000 | 38,929 CHF | 10,613 CHF | 100.00% | 100.00% |
08/07/2024 | 7.13% | 0.39 CHF | 0.42 CHF | 98,741 | 25,000 | 98,357 | 25,000 | 38,589 CHF | 10,534 CHF | 100.00% | 100.00% |
05/07/2024 | 7.39% | 0.38 CHF | 0.41 CHF | 99,022 | 25,000 | 99,060 | 25,000 | 37,977 CHF | 10,320 CHF | 98.87% | 98.87% |
04/07/2024 | 7.44% | 0.38 CHF | 0.41 CHF | 99,414 | 25,000 | 99,640 | 25,000 | 37,360 CHF | 10,099 CHF | 100.00% | 100.00% |
03/07/2024 | 7.97% | 0.35 CHF | 0.38 CHF | 100,636 | 25,000 | 100,612 | 25,000 | 35,556 CHF | 9,569 CHF | 99.73% | 99.73% |
02/07/2024 | 6.63% | 0.34 CHF | 0.37 CHF | 101,282 | 25,000 | 100,950 | 25,000 | 35,681 CHF | 9,441 CHF | 100.00% | 100.00% |