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 | 6.46% | 0.14 CHF | 0.15 CHF | 203,457 | 50,000 | 192,411 | 50,000 | 28,881 CHF | 8,009 CHF | 81.98% | 81.98% |
12/07/2024 | 6.67% | 0.14 CHF | 0.15 CHF | 201,881 | 50,000 | 198,950 | 50,000 | 28,869 CHF | 7,759 CHF | 91.40% | 91.40% |
11/07/2024 | 6.63% | 0.14 CHF | 0.15 CHF | 199,019 | 50,000 | 199,871 | 50,000 | 29,175 CHF | 7,800 CHF | 98.67% | 98.67% |
10/07/2024 | 7.89% | 0.13 CHF | 0.14 CHF | 224,517 | 50,000 | 226,538 | 50,000 | 27,594 CHF | 6,591 CHF | 99.41% | 99.41% |
09/07/2024 | 8.07% | 0.11 CHF | 0.12 CHF | 234,663 | 50,000 | 229,811 | 50,000 | 27,336 CHF | 6,449 CHF | 87.04% | 87.04% |
08/07/2024 | 8.01% | 0.11 CHF | 0.12 CHF | 238,910 | 50,000 | 238,676 | 50,000 | 28,611 CHF | 6,495 CHF | 88.03% | 88.03% |
05/07/2024 | 8.26% | 0.11 CHF | 0.12 CHF | 241,155 | 50,000 | 241,220 | 50,000 | 28,057 CHF | 6,316 CHF | 97.09% | 97.09% |
04/07/2024 | 8.16% | 0.12 CHF | 0.13 CHF | 242,980 | 50,000 | 244,384 | 50,000 | 28,773 CHF | 6,387 CHF | 98.24% | 98.24% |
03/07/2024 | 9.24% | 0.11 CHF | 0.12 CHF | 256,412 | 50,000 | 267,792 | 50,000 | 27,689 CHF | 5,674 CHF | 99.65% | 99.65% |
02/07/2024 | 10.36% | 0.10 CHF | 0.11 CHF | 286,147 | 50,000 | 298,438 | 50,000 | 27,378 CHF | 5,092 CHF | 98.10% | 98.10% |