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 | 2.88% | 0.40 CHF | 0.41 CHF | 112,195 | 50,000 | 110,627 | 50,000 | 46,436 CHF | 21,608 CHF | 94.81% | 94.81% |
12/07/2024 | 2.32% | 0.46 CHF | 0.47 CHF | 108,322 | 50,000 | 108,620 | 50,000 | 49,539 CHF | 23,340 CHF | 98.18% | 98.18% |
11/07/2024 | 3.27% | 0.45 CHF | 0.46 CHF | 108,855 | 50,000 | 111,344 | 50,000 | 46,119 CHF | 21,403 CHF | 99.09% | 99.09% |
10/07/2024 | 3.26% | 0.39 CHF | 0.40 CHF | 113,776 | 50,000 | 114,963 | 50,000 | 41,979 CHF | 18,864 CHF | 100.00% | 100.00% |
09/07/2024 | 2.97% | 0.38 CHF | 0.39 CHF | 113,789 | 50,000 | 113,365 | 50,000 | 44,026 CHF | 20,003 CHF | 100.00% | 100.00% |
08/07/2024 | 2.97% | 0.38 CHF | 0.39 CHF | 113,612 | 50,000 | 111,109 | 49,822 | 45,266 CHF | 20,910 CHF | 100.00% | 100.00% |
05/07/2024 | 3.02% | 0.40 CHF | 0.41 CHF | 112,672 | 50,000 | 113,511 | 50,000 | 44,055 CHF | 20,002 CHF | 98.87% | 98.87% |
04/07/2024 | 2.99% | 0.37 CHF | 0.38 CHF | 115,246 | 50,000 | 116,527 | 50,000 | 41,028 CHF | 18,139 CHF | 100.00% | 100.00% |
03/07/2024 | 2.89% | 0.35 CHF | 0.36 CHF | 116,395 | 50,000 | 116,279 | 50,000 | 41,500 CHF | 18,368 CHF | 99.73% | 99.73% |
02/07/2024 | 3.22% | 0.35 CHF | 0.36 CHF | 117,226 | 50,000 | 117,072 | 50,000 | 41,012 CHF | 18,091 CHF | 100.00% | 100.00% |