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 | 5.89% | 0.18 CHF | 0.19 CHF | 193,246 | 50,000 | 191,162 | 50,000 | 35,183 CHF | 9,763 CHF | 99.72% | 99.72% |
12/07/2024 | 5.77% | 0.20 CHF | 0.21 CHF | 188,820 | 50,000 | 187,283 | 50,000 | 36,985 CHF | 10,465 CHF | 99.01% | 99.01% |
11/07/2024 | 5.47% | 0.20 CHF | 0.21 CHF | 183,972 | 50,000 | 190,101 | 50,000 | 36,579 CHF | 10,166 CHF | 99.08% | 99.08% |
10/07/2024 | 7.27% | 0.19 CHF | 0.21 CHF | 193,096 | 50,000 | 197,695 | 50,000 | 36,430 CHF | 9,909 CHF | 100.00% | 100.00% |
09/07/2024 | 6.53% | 0.18 CHF | 0.19 CHF | 198,800 | 50,000 | 192,045 | 50,000 | 36,975 CHF | 10,279 CHF | 100.00% | 100.00% |
08/07/2024 | 5.84% | 0.18 CHF | 0.19 CHF | 198,688 | 50,000 | 201,480 | 50,000 | 36,266 CHF | 9,543 CHF | 100.00% | 100.00% |
05/07/2024 | 6.11% | 0.18 CHF | 0.19 CHF | 201,414 | 50,000 | 201,536 | 50,000 | 36,827 CHF | 9,712 CHF | 98.86% | 98.86% |
04/07/2024 | 6.31% | 0.18 CHF | 0.19 CHF | 211,426 | 50,000 | 211,910 | 50,000 | 37,086 CHF | 9,320 CHF | 100.00% | 100.00% |
03/07/2024 | 8.69% | 0.15 CHF | 0.17 CHF | 230,573 | 50,000 | 235,574 | 50,000 | 35,944 CHF | 8,325 CHF | 99.82% | 99.82% |
02/07/2024 | 7.85% | 0.14 CHF | 0.15 CHF | 260,419 | 50,000 | 261,086 | 50,000 | 34,892 CHF | 7,228 CHF | 100.00% | 100.00% |