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 | 6.34% | 0.16 CHF | 0.17 CHF | 133,901 | 50,000 | 132,470 | 50,000 | 20,924 CHF | 8,416 CHF | 95.72% | 95.72% |
12/07/2024 | 6.75% | 0.18 CHF | 0.19 CHF | 126,745 | 50,000 | 140,225 | 50,000 | 20,909 CHF | 7,988 CHF | 95.76% | 95.76% |
11/07/2024 | 8.25% | 0.15 CHF | 0.16 CHF | 143,204 | 50,000 | 153,437 | 50,000 | 20,309 CHF | 7,192 CHF | 84.24% | 84.24% |
10/07/2024 | 6.98% | 0.15 CHF | 0.16 CHF | 146,086 | 50,000 | 153,708 | 50,000 | 21,337 CHF | 7,476 CHF | 97.50% | 97.50% |
09/07/2024 | 6.73% | 0.12 CHF | 0.13 CHF | 159,582 | 50,000 | 144,352 | 50,000 | 21,592 CHF | 8,013 CHF | 76.82% | 76.82% |
08/07/2024 | 7.24% | 0.15 CHF | 0.16 CHF | 141,877 | 50,000 | 138,057 | 50,000 | 21,827 CHF | 8,507 CHF | 76.55% | 76.55% |
05/07/2024 | 6.70% | 0.16 CHF | 0.17 CHF | 133,671 | 50,000 | 132,684 | 50,000 | 23,909 CHF | 9,673 CHF | 63.95% | 63.95% |
04/07/2024 | 8.02% | 0.14 CHF | 0.15 CHF | 150,020 | 50,000 | 153,158 | 50,000 | 21,111 CHF | 7,469 CHF | 100.00% | 100.00% |
03/07/2024 | 8.70% | 0.12 CHF | 0.13 CHF | 171,471 | 50,000 | 176,205 | 50,000 | 21,243 CHF | 6,584 CHF | 99.82% | 99.82% |
02/07/2024 | 10.47% | 0.10 CHF | 0.11 CHF | 185,262 | 50,000 | 214,261 | 50,000 | 19,495 CHF | 5,078 CHF | 100.00% | 100.00% |