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 | 5.66% | 0.19 CHF | 0.20 CHF | 112,125 | 50,000 | 110,605 | 50,000 | 22,975 CHF | 10,993 CHF | 94.83% | 94.83% |
12/07/2024 | 6.53% | 0.24 CHF | 0.26 CHF | 108,244 | 50,000 | 108,554 | 50,000 | 25,915 CHF | 12,743 CHF | 99.01% | 99.01% |
11/07/2024 | 5.03% | 0.23 CHF | 0.24 CHF | 109,108 | 50,000 | 111,439 | 50,000 | 22,620 CHF | 10,674 CHF | 99.09% | 99.09% |
10/07/2024 | 6.95% | 0.17 CHF | 0.18 CHF | 113,666 | 50,000 | 114,978 | 50,000 | 17,563 CHF | 8,190 CHF | 100.00% | 100.00% |
09/07/2024 | 5.64% | 0.17 CHF | 0.18 CHF | 113,704 | 50,000 | 113,346 | 50,000 | 20,171 CHF | 9,414 CHF | 100.00% | 100.00% |
08/07/2024 | 5.75% | 0.17 CHF | 0.18 CHF | 113,540 | 50,000 | 111,032 | 49,819 | 21,753 CHF | 10,337 CHF | 100.00% | 100.00% |
05/07/2024 | 6.11% | 0.19 CHF | 0.20 CHF | 112,672 | 50,000 | 113,580 | 50,000 | 19,736 CHF | 9,240 CHF | 98.87% | 98.87% |
04/07/2024 | 8.69% | 0.15 CHF | 0.16 CHF | 115,333 | 50,000 | 116,408 | 50,000 | 16,101 CHF | 7,547 CHF | 100.00% | 100.00% |
03/07/2024 | 8.10% | 0.14 CHF | 0.15 CHF | 116,402 | 50,000 | 116,307 | 50,000 | 16,812 CHF | 7,837 CHF | 99.73% | 99.73% |
02/07/2024 | 9.64% | 0.14 CHF | 0.15 CHF | 117,122 | 50,000 | 117,096 | 50,000 | 15,863 CHF | 7,460 CHF | 100.00% | 100.00% |