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 | 7.08% | 0.12 CHF | 0.13 CHF | 151,183 | 50,000 | 149,479 | 50,000 | 20,467 CHF | 7,349 CHF | 65.67% | 99.72% |
12/07/2024 | 6.78% | 0.13 CHF | 0.14 CHF | 149,782 | 50,000 | 149,080 | 50,000 | 21,274 CHF | 7,635 CHF | 99.01% | 99.01% |
11/07/2024 | 5.35% | 0.17 CHF | 0.18 CHF | 146,508 | 50,000 | 146,140 | 50,000 | 26,637 CHF | 9,614 CHF | 98.76% | 98.76% |
10/07/2024 | 5.44% | 0.19 CHF | 0.20 CHF | 146,482 | 50,000 | 146,834 | 50,000 | 26,290 CHF | 9,453 CHF | 100.00% | 100.00% |
09/07/2024 | 5.79% | 0.18 CHF | 0.19 CHF | 146,476 | 50,000 | 147,578 | 50,000 | 24,798 CHF | 8,903 CHF | 100.00% | 100.00% |
08/07/2024 | 4.94% | 0.19 CHF | 0.20 CHF | 145,297 | 50,000 | 144,592 | 50,000 | 28,545 CHF | 10,372 CHF | 100.00% | 100.00% |
05/07/2024 | 4.49% | 0.21 CHF | 0.22 CHF | 144,012 | 50,000 | 143,713 | 50,000 | 31,327 CHF | 11,399 CHF | 98.98% | 98.98% |
04/07/2024 | 4.66% | 0.21 CHF | 0.22 CHF | 144,462 | 50,000 | 144,968 | 50,000 | 30,368 CHF | 10,975 CHF | 100.00% | 100.00% |
03/07/2024 | 4.70% | 0.19 CHF | 0.20 CHF | 146,739 | 50,000 | 145,329 | 50,000 | 30,233 CHF | 10,903 CHF | 100.00% | 100.00% |
02/07/2024 | 5.20% | 0.19 CHF | 0.20 CHF | 147,180 | 50,000 | 147,296 | 50,000 | 27,627 CHF | 9,878 CHF | 100.00% | 100.00% |