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 | 8.30% | 0.23 CHF | 0.25 CHF | 189,739 | 50,000 | 186,269 | 50,000 | 43,050 CHF | 12,560 CHF | 99.73% | 99.73% |
12/07/2024 | 8.37% | 0.24 CHF | 0.26 CHF | 187,536 | 50,000 | 190,301 | 50,000 | 44,058 CHF | 12,588 CHF | 99.01% | 99.01% |
11/07/2024 | 8.51% | 0.23 CHF | 0.25 CHF | 187,507 | 50,000 | 185,132 | 50,000 | 44,125 CHF | 12,979 CHF | 99.09% | 99.09% |
10/07/2024 | 7.86% | 0.24 CHF | 0.26 CHF | 189,809 | 50,000 | 186,470 | 50,000 | 45,635 CHF | 13,240 CHF | 63.83% | 63.83% |
09/07/2024 | 8.17% | 0.23 CHF | 0.25 CHF | 189,340 | 50,000 | 190,258 | 50,000 | 44,717 CHF | 12,752 CHF | 100.00% | 100.00% |
08/07/2024 | 8.81% | 0.24 CHF | 0.26 CHF | 187,347 | 50,000 | 183,603 | 50,000 | 45,417 CHF | 13,513 CHF | 100.00% | 100.00% |
05/07/2024 | 6.97% | 0.27 CHF | 0.29 CHF | 179,783 | 50,000 | 174,954 | 50,000 | 48,518 CHF | 14,874 CHF | 97.66% | 97.66% |
04/07/2024 | 8.45% | 0.24 CHF | 0.27 CHF | 190,564 | 50,000 | 187,267 | 50,000 | 46,222 CHF | 13,446 CHF | 84.52% | 84.52% |
03/07/2024 | 8.57% | 0.28 CHF | 0.30 CHF | 169,581 | 50,000 | 199,048 | 50,000 | 44,531 CHF | 12,220 CHF | 99.82% | 99.82% |
02/07/2024 | 10.17% | 0.20 CHF | 0.22 CHF | 215,000 | 50,000 | 220,067 | 50,000 | 41,118 CHF | 10,343 CHF | 100.00% | 100.00% |