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 | 5.14% | 0.28 CHF | 0.30 CHF | 126,434 | 50,000 | 125,998 | 50,000 | 34,934 CHF | 14,605 CHF | 98.73% | 98.73% |
12/07/2024 | 4.83% | 0.26 CHF | 0.27 CHF | 126,362 | 50,000 | 131,557 | 50,000 | 30,939 CHF | 12,357 CHF | 14.23% | 14.23% |
11/07/2024 | 10.46% | 0.14 CHF | 0.15 CHF | 169,889 | 50,000 | 195,608 | 50,000 | 22,109 CHF | 6,305 CHF | 99.16% | 99.16% |
10/07/2024 | 10.95% | 0.11 CHF | 0.12 CHF | 197,722 | 50,000 | 206,373 | 50,000 | 21,717 CHF | 5,870 CHF | 100.00% | 100.00% |
09/07/2024 | 9.35% | 0.11 CHF | 0.12 CHF | 194,979 | 50,000 | 195,865 | 50,000 | 23,083 CHF | 6,469 CHF | 100.00% | 100.00% |
08/07/2024 | 10.21% | 0.12 CHF | 0.13 CHF | 188,012 | 50,000 | 196,238 | 50,000 | 22,688 CHF | 6,407 CHF | 100.00% | 100.00% |
05/07/2024 | 9.53% | 0.11 CHF | 0.12 CHF | 199,396 | 50,000 | 186,060 | 50,000 | 23,738 CHF | 7,024 CHF | 99.62% | 99.62% |
04/07/2024 | 8.36% | 0.13 CHF | 0.14 CHF | 191,487 | 50,000 | 199,088 | 50,000 | 23,867 CHF | 6,518 CHF | 100.00% | 100.00% |
03/07/2024 | 9.05% | 0.12 CHF | 0.13 CHF | 197,732 | 50,000 | 201,115 | 50,000 | 22,448 CHF | 6,119 CHF | 99.73% | 99.73% |
02/07/2024 | 9.78% | 0.12 CHF | 0.13 CHF | 185,625 | 50,000 | 191,708 | 50,000 | 23,609 CHF | 6,792 CHF | 100.00% | 100.00% |