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 | 5.46% | 0.19 CHF | 0.20 CHF | 112,195 | 50,000 | 110,619 | 50,000 | 23,289 CHF | 11,120 CHF | 94.81% | 94.81% |
12/07/2024 | 4.55% | 0.25 CHF | 0.26 CHF | 108,305 | 50,000 | 108,550 | 50,000 | 26,781 CHF | 12,912 CHF | 99.01% | 99.01% |
11/07/2024 | 5.99% | 0.24 CHF | 0.25 CHF | 108,855 | 50,000 | 111,311 | 50,000 | 23,033 CHF | 10,987 CHF | 99.09% | 99.09% |
10/07/2024 | 7.47% | 0.18 CHF | 0.19 CHF | 113,750 | 50,000 | 115,009 | 50,000 | 18,232 CHF | 8,539 CHF | 100.00% | 100.00% |
09/07/2024 | 6.35% | 0.17 CHF | 0.19 CHF | 113,789 | 50,000 | 113,350 | 50,000 | 20,409 CHF | 9,590 CHF | 100.00% | 100.00% |
08/07/2024 | 5.60% | 0.17 CHF | 0.18 CHF | 113,879 | 50,000 | 111,035 | 49,819 | 22,160 CHF | 10,510 CHF | 100.00% | 100.00% |
05/07/2024 | 5.94% | 0.19 CHF | 0.20 CHF | 112,664 | 50,000 | 113,600 | 50,000 | 20,445 CHF | 9,556 CHF | 98.87% | 98.87% |
04/07/2024 | 8.12% | 0.16 CHF | 0.17 CHF | 115,481 | 50,000 | 116,413 | 50,000 | 16,634 CHF | 7,751 CHF | 100.00% | 100.00% |
03/07/2024 | 7.02% | 0.15 CHF | 0.16 CHF | 116,395 | 50,000 | 116,355 | 50,000 | 17,214 CHF | 7,935 CHF | 99.73% | 99.73% |
02/07/2024 | 7.21% | 0.14 CHF | 0.15 CHF | 117,503 | 50,000 | 117,175 | 50,000 | 16,614 CHF | 7,619 CHF | 100.00% | 100.00% |