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 | 5.84% | 0.16 CHF | 0.17 CHF | 219,834 | 50,000 | 210,416 | 50,000 | 35,044 CHF | 8,838 CHF | 98.72% | 98.72% |
12/07/2024 | 6.31% | 0.18 CHF | 0.19 CHF | 205,367 | 50,000 | 224,019 | 50,000 | 34,459 CHF | 8,210 CHF | 99.38% | 99.38% |
11/07/2024 | 7.07% | 0.15 CHF | 0.16 CHF | 224,776 | 75,000 | 245,693 | 75,000 | 33,596 CHF | 11,015 CHF | 99.06% | 99.06% |
10/07/2024 | 8.43% | 0.13 CHF | 0.14 CHF | 260,898 | 75,000 | 281,209 | 75,000 | 32,010 CHF | 9,305 CHF | 100.00% | 100.00% |
09/07/2024 | 6.98% | 0.12 CHF | 0.13 CHF | 259,263 | 75,000 | 242,468 | 75,000 | 33,603 CHF | 11,156 CHF | 100.00% | 100.00% |
08/07/2024 | 6.56% | 0.14 CHF | 0.15 CHF | 241,313 | 50,000 | 236,938 | 50,000 | 34,975 CHF | 7,883 CHF | 99.99% | 99.99% |
05/07/2024 | 5.14% | 0.16 CHF | 0.17 CHF | 223,463 | 50,000 | 203,902 | 50,000 | 38,710 CHF | 9,999 CHF | 88.34% | 88.34% |
04/07/2024 | 5.74% | 0.17 CHF | 0.18 CHF | 227,179 | 50,000 | 221,968 | 50,000 | 37,555 CHF | 8,961 CHF | 100.00% | 100.00% |
03/07/2024 | 6.20% | 0.17 CHF | 0.18 CHF | 225,146 | 75,000 | 237,396 | 75,000 | 37,125 CHF | 12,493 CHF | 99.73% | 99.73% |
02/07/2024 | 7.00% | 0.14 CHF | 0.15 CHF | 247,108 | 50,000 | 264,080 | 50,000 | 36,454 CHF | 7,404 CHF | 100.00% | 100.00% |