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 | 5.87% | 0.16 CHF | 0.17 CHF | 112,195 | 50,000 | 110,472 | 50,000 | 19,810 CHF | 9,515 CHF | 94.82% | 94.82% |
12/07/2024 | 6.37% | 0.21 CHF | 0.23 CHF | 108,322 | 50,000 | 108,599 | 50,000 | 23,047 CHF | 11,306 CHF | 99.01% | 99.01% |
11/07/2024 | 6.01% | 0.20 CHF | 0.22 CHF | 108,855 | 50,000 | 111,368 | 50,000 | 19,317 CHF | 9,212 CHF | 99.09% | 99.09% |
10/07/2024 | 8.77% | 0.14 CHF | 0.16 CHF | 113,776 | 50,000 | 114,932 | 50,000 | 14,225 CHF | 6,759 CHF | 100.00% | 100.00% |
09/07/2024 | 6.81% | 0.14 CHF | 0.15 CHF | 113,531 | 50,000 | 113,312 | 50,000 | 16,765 CHF | 7,919 CHF | 100.00% | 100.00% |
08/07/2024 | 6.00% | 0.14 CHF | 0.15 CHF | 113,540 | 50,000 | 111,026 | 49,819 | 18,561 CHF | 8,842 CHF | 100.00% | 100.00% |
05/07/2024 | 9.23% | 0.16 CHF | 0.17 CHF | 112,672 | 50,000 | 113,585 | 50,000 | 16,439 CHF | 7,931 CHF | 98.87% | 98.87% |
04/07/2024 | 9.64% | 0.12 CHF | 0.14 CHF | 115,246 | 50,000 | 116,442 | 50,000 | 12,914 CHF | 6,106 CHF | 100.00% | 100.00% |
03/07/2024 | 8.36% | 0.11 CHF | 0.12 CHF | 116,539 | 50,000 | 116,324 | 50,000 | 13,579 CHF | 6,345 CHF | 99.73% | 99.73% |
02/07/2024 | 9.75% | 0.11 CHF | 0.12 CHF | 117,226 | 50,000 | 117,069 | 50,000 | 12,782 CHF | 6,016 CHF | 100.00% | 100.00% |