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 | 6.54% | 0.26 CHF | 0.28 CHF | 154,913 | 50,000 | 154,253 | 50,000 | 38,489 CHF | 13,318 CHF | 98.72% | 98.72% |
12/07/2024 | 7.12% | 0.23 CHF | 0.25 CHF | 152,888 | 50,000 | 153,580 | 50,000 | 37,028 CHF | 12,944 CHF | 99.38% | 99.38% |
11/07/2024 | 6.07% | 0.25 CHF | 0.27 CHF | 154,016 | 50,000 | 156,466 | 50,000 | 42,262 CHF | 14,342 CHF | 99.16% | 99.16% |
10/07/2024 | 5.93% | 0.27 CHF | 0.29 CHF | 156,953 | 50,000 | 157,427 | 50,000 | 43,984 CHF | 14,822 CHF | 100.00% | 100.00% |
09/07/2024 | 5.84% | 0.30 CHF | 0.32 CHF | 159,407 | 50,000 | 157,286 | 50,000 | 43,840 CHF | 14,771 CHF | 100.00% | 100.00% |
08/07/2024 | 6.79% | 0.26 CHF | 0.28 CHF | 155,744 | 50,000 | 155,275 | 50,000 | 40,341 CHF | 13,903 CHF | 100.00% | 100.00% |
05/07/2024 | 6.72% | 0.26 CHF | 0.28 CHF | 155,976 | 50,000 | 155,191 | 50,000 | 39,097 CHF | 13,474 CHF | 99.62% | 99.62% |
04/07/2024 | 6.52% | 0.26 CHF | 0.28 CHF | 156,352 | 50,000 | 156,017 | 50,000 | 40,285 CHF | 13,780 CHF | 100.00% | 100.00% |
03/07/2024 | 5.47% | 0.27 CHF | 0.28 CHF | 156,794 | 50,000 | 158,172 | 50,000 | 44,131 CHF | 14,734 CHF | 99.73% | 99.73% |
02/07/2024 | 5.38% | 0.30 CHF | 0.32 CHF | 160,208 | 50,000 | 159,967 | 50,000 | 47,301 CHF | 15,601 CHF | 100.00% | 100.00% |