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 | 8.17% | 0.11 CHF | 0.12 CHF | 210,076 | 100,000 | 208,651 | 100,000 | 24,613 CHF | 12,800 CHF | 99.66% | 99.66% |
12/07/2024 | 7.52% | 0.14 CHF | 0.15 CHF | 207,207 | 100,000 | 208,091 | 100,000 | 26,682 CHF | 13,823 CHF | 99.01% | 99.01% |
11/07/2024 | 6.92% | 0.14 CHF | 0.15 CHF | 206,268 | 100,000 | 207,284 | 100,000 | 29,324 CHF | 15,160 CHF | 99.09% | 99.09% |
10/07/2024 | 6.79% | 0.15 CHF | 0.16 CHF | 206,593 | 100,000 | 207,422 | 100,000 | 29,606 CHF | 15,276 CHF | 100.00% | 100.00% |
09/07/2024 | 5.62% | 0.15 CHF | 0.16 CHF | 206,262 | 100,000 | 204,488 | 100,000 | 35,473 CHF | 18,352 CHF | 100.00% | 100.00% |
08/07/2024 | 4.81% | 0.19 CHF | 0.20 CHF | 202,234 | 100,000 | 201,318 | 100,000 | 40,901 CHF | 21,318 CHF | 100.00% | 100.00% |
05/07/2024 | 4.84% | 0.20 CHF | 0.21 CHF | 201,674 | 100,000 | 201,941 | 100,000 | 40,753 CHF | 21,182 CHF | 98.98% | 98.98% |
04/07/2024 | 5.35% | 0.19 CHF | 0.20 CHF | 203,990 | 100,000 | 204,458 | 100,000 | 37,233 CHF | 19,211 CHF | 100.00% | 100.00% |
03/07/2024 | 7.15% | 0.16 CHF | 0.17 CHF | 206,178 | 100,000 | 209,472 | 100,000 | 28,602 CHF | 14,670 CHF | 99.99% | 99.99% |
02/07/2024 | 12.60% | 0.09 CHF | 0.10 CHF | 213,853 | 100,000 | 215,480 | 100,000 | 16,775 CHF | 8,795 CHF | 100.00% | 100.00% |