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 | 6.07% | 0.17 CHF | 0.18 CHF | 210,261 | 100,000 | 208,689 | 100,000 | 33,483 CHF | 17,041 CHF | 99.66% | 99.66% |
12/07/2024 | 6.41% | 0.14 CHF | 0.15 CHF | 207,267 | 100,000 | 208,087 | 100,000 | 31,454 CHF | 16,115 CHF | 99.01% | 99.01% |
11/07/2024 | 7.05% | 0.14 CHF | 0.15 CHF | 206,149 | 100,000 | 207,296 | 100,000 | 28,808 CHF | 14,883 CHF | 99.09% | 99.09% |
10/07/2024 | 7.03% | 0.13 CHF | 0.14 CHF | 206,534 | 100,000 | 207,441 | 100,000 | 28,572 CHF | 14,771 CHF | 100.00% | 100.00% |
09/07/2024 | 8.94% | 0.13 CHF | 0.14 CHF | 206,084 | 100,000 | 204,493 | 100,000 | 22,088 CHF | 11,796 CHF | 100.00% | 100.00% |
08/07/2024 | 11.77% | 0.10 CHF | 0.11 CHF | 203,068 | 100,000 | 201,237 | 100,000 | 16,217 CHF | 9,057 CHF | 100.00% | 100.00% |
05/07/2024 | 11.78% | 0.08 CHF | 0.09 CHF | 201,290 | 100,000 | 201,760 | 100,000 | 16,180 CHF | 9,018 CHF | 98.98% | 98.98% |
04/07/2024 | 9.43% | 0.10 CHF | 0.11 CHF | 203,838 | 100,000 | 204,557 | 100,000 | 20,698 CHF | 11,118 CHF | 100.00% | 100.00% |
03/07/2024 | 6.77% | 0.12 CHF | 0.13 CHF | 206,572 | 100,000 | 209,435 | 100,000 | 30,347 CHF | 15,475 CHF | 99.99% | 99.99% |
02/07/2024 | 4.81% | 0.19 CHF | 0.20 CHF | 213,727 | 100,000 | 215,051 | 100,000 | 43,898 CHF | 21,409 CHF | 100.00% | 100.00% |