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 | 6.21% | 0.27 CHF | 0.29 CHF | 90,485 | 20,000 | 87,862 | 20,000 | 25,706 CHF | 6,230 CHF | 99.72% | 99.72% |
12/07/2024 | 6.26% | 0.32 CHF | 0.34 CHF | 83,768 | 20,000 | 89,273 | 20,000 | 26,226 CHF | 6,263 CHF | 99.01% | 99.01% |
11/07/2024 | 6.49% | 0.29 CHF | 0.31 CHF | 88,856 | 20,000 | 94,806 | 20,000 | 25,278 CHF | 5,700 CHF | 99.09% | 99.09% |
10/07/2024 | 7.01% | 0.25 CHF | 0.26 CHF | 100,313 | 20,000 | 99,340 | 20,000 | 24,638 CHF | 5,322 CHF | 100.00% | 100.00% |
09/07/2024 | 7.34% | 0.23 CHF | 0.25 CHF | 103,918 | 20,000 | 104,339 | 20,000 | 24,523 CHF | 5,062 CHF | 100.00% | 100.00% |
08/07/2024 | 7.71% | 0.23 CHF | 0.25 CHF | 104,052 | 20,000 | 108,736 | 20,000 | 23,743 CHF | 4,721 CHF | 99.62% | 99.62% |
05/07/2024 | 8.10% | 0.20 CHF | 0.22 CHF | 117,888 | 20,000 | 108,433 | 20,000 | 24,425 CHF | 4,897 CHF | 98.97% | 98.97% |
04/07/2024 | 7.01% | 0.22 CHF | 0.24 CHF | 111,694 | 20,000 | 113,456 | 20,000 | 24,233 CHF | 4,584 CHF | 100.00% | 100.00% |
03/07/2024 | 7.89% | 0.20 CHF | 0.21 CHF | 120,249 | 20,000 | 119,922 | 20,000 | 24,012 CHF | 4,335 CHF | 98.25% | 98.25% |
02/07/2024 | 8.51% | 0.22 CHF | 0.23 CHF | 115,066 | 20,000 | 121,662 | 20,000 | 24,018 CHF | 4,303 CHF | 99.89% | 99.89% |