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 | 6.01% | 0.29 CHF | 0.30 CHF | 143,794 | 20,000 | 138,808 | 20,000 | 41,672 CHF | 6,379 CHF | 99.72% | 99.72% |
12/07/2024 | 5.87% | 0.32 CHF | 0.34 CHF | 134,351 | 20,000 | 140,648 | 20,000 | 42,300 CHF | 6,383 CHF | 99.01% | 99.01% |
11/07/2024 | 5.97% | 0.30 CHF | 0.32 CHF | 140,662 | 20,000 | 146,993 | 20,000 | 41,597 CHF | 6,013 CHF | 99.09% | 99.09% |
10/07/2024 | 6.27% | 0.27 CHF | 0.29 CHF | 152,774 | 20,000 | 151,486 | 20,000 | 41,145 CHF | 5,785 CHF | 100.00% | 100.00% |
09/07/2024 | 6.33% | 0.26 CHF | 0.28 CHF | 158,028 | 20,000 | 155,898 | 20,000 | 40,720 CHF | 5,566 CHF | 100.00% | 100.00% |
08/07/2024 | 6.53% | 0.26 CHF | 0.27 CHF | 156,362 | 20,000 | 161,503 | 20,000 | 40,241 CHF | 5,322 CHF | 100.00% | 100.00% |
05/07/2024 | 6.32% | 0.23 CHF | 0.25 CHF | 168,461 | 20,000 | 159,951 | 20,000 | 40,526 CHF | 5,403 CHF | 98.97% | 98.97% |
04/07/2024 | 6.35% | 0.25 CHF | 0.27 CHF | 163,449 | 20,000 | 165,442 | 20,000 | 40,319 CHF | 5,194 CHF | 100.00% | 100.00% |
03/07/2024 | 7.68% | 0.23 CHF | 0.25 CHF | 171,402 | 20,000 | 170,387 | 20,000 | 39,552 CHF | 5,013 CHF | 98.25% | 98.25% |
02/07/2024 | 7.38% | 0.24 CHF | 0.26 CHF | 166,133 | 20,000 | 174,276 | 20,000 | 40,311 CHF | 4,984 CHF | 99.90% | 99.90% |