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 | 6.53% | 0.22 CHF | 0.23 CHF | 153,041 | 50,000 | 151,398 | 50,000 | 33,971 CHF | 11,979 CHF | 99.72% | 99.72% |
12/07/2024 | 4.45% | 0.23 CHF | 0.24 CHF | 149,047 | 50,000 | 153,048 | 50,000 | 34,449 CHF | 11,776 CHF | 99.01% | 99.01% |
11/07/2024 | 5.87% | 0.21 CHF | 0.22 CHF | 159,289 | 50,000 | 162,455 | 50,000 | 33,354 CHF | 10,895 CHF | 99.08% | 99.08% |
10/07/2024 | 5.31% | 0.20 CHF | 0.21 CHF | 173,490 | 50,000 | 179,530 | 50,000 | 33,815 CHF | 9,932 CHF | 100.00% | 100.00% |
09/07/2024 | 8.42% | 0.16 CHF | 0.18 CHF | 193,414 | 50,000 | 189,147 | 50,000 | 32,350 CHF | 9,306 CHF | 100.00% | 100.00% |
08/07/2024 | 6.55% | 0.17 CHF | 0.18 CHF | 187,516 | 50,000 | 176,495 | 50,000 | 32,390 CHF | 9,810 CHF | 100.00% | 100.00% |
05/07/2024 | 5.29% | 0.19 CHF | 0.20 CHF | 170,691 | 50,000 | 166,257 | 50,000 | 33,291 CHF | 10,566 CHF | 98.86% | 98.86% |
04/07/2024 | 5.38% | 0.19 CHF | 0.20 CHF | 178,838 | 50,000 | 179,254 | 50,000 | 32,850 CHF | 9,669 CHF | 100.00% | 100.00% |
03/07/2024 | 5.65% | 0.18 CHF | 0.19 CHF | 187,068 | 50,000 | 180,676 | 50,000 | 33,392 CHF | 9,783 CHF | 99.82% | 99.82% |
02/07/2024 | 5.92% | 0.18 CHF | 0.19 CHF | 183,909 | 50,000 | 189,593 | 50,000 | 33,751 CHF | 9,447 CHF | 100.00% | 100.00% |