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 | 4.89% | 0.21 CHF | 0.22 CHF | 151,183 | 50,000 | 150,235 | 50,000 | 30,133 CHF | 10,522 CHF | 99.71% | 99.71% |
12/07/2024 | 5.25% | 0.19 CHF | 0.20 CHF | 149,215 | 50,000 | 149,147 | 50,000 | 27,683 CHF | 9,780 CHF | 99.01% | 99.01% |
11/07/2024 | 6.61% | 0.16 CHF | 0.17 CHF | 146,475 | 50,000 | 146,195 | 50,000 | 21,491 CHF | 7,849 CHF | 99.08% | 99.08% |
10/07/2024 | 6.45% | 0.14 CHF | 0.15 CHF | 146,529 | 50,000 | 146,914 | 50,000 | 22,086 CHF | 8,016 CHF | 100.00% | 100.00% |
09/07/2024 | 6.05% | 0.15 CHF | 0.16 CHF | 146,476 | 50,000 | 147,616 | 50,000 | 23,693 CHF | 8,524 CHF | 100.00% | 100.00% |
08/07/2024 | 7.28% | 0.14 CHF | 0.15 CHF | 145,297 | 50,000 | 144,592 | 50,000 | 19,171 CHF | 7,128 CHF | 100.00% | 100.00% |
05/07/2024 | 8.27% | 0.12 CHF | 0.13 CHF | 144,699 | 50,000 | 144,013 | 50,000 | 16,753 CHF | 6,315 CHF | 46.97% | 98.98% |
04/07/2024 | 7.87% | 0.12 CHF | 0.13 CHF | 144,940 | 50,000 | 145,125 | 50,000 | 17,743 CHF | 6,612 CHF | 100.00% | 100.00% |
03/07/2024 | 7.73% | 0.14 CHF | 0.15 CHF | 146,483 | 50,000 | 145,277 | 50,000 | 18,150 CHF | 6,745 CHF | 100.00% | 100.00% |
02/07/2024 | 6.76% | 0.15 CHF | 0.16 CHF | 147,360 | 50,000 | 147,155 | 50,000 | 21,060 CHF | 7,655 CHF | 100.00% | 100.00% |