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 | 3.59% | 0.30 CHF | 0.31 CHF | 118,137 | 50,000 | 117,373 | 50,000 | 32,169 CHF | 14,202 CHF | 98.52% | 98.52% |
12/07/2024 | 3.46% | 0.30 CHF | 0.31 CHF | 118,071 | 50,000 | 117,869 | 50,000 | 33,505 CHF | 14,712 CHF | 99.38% | 99.38% |
11/07/2024 | 3.44% | 0.30 CHF | 0.31 CHF | 117,980 | 50,000 | 118,027 | 50,000 | 33,772 CHF | 14,807 CHF | 99.16% | 99.16% |
10/07/2024 | 2.93% | 0.31 CHF | 0.32 CHF | 119,310 | 50,000 | 119,850 | 50,000 | 40,386 CHF | 17,348 CHF | 100.00% | 100.00% |
09/07/2024 | 2.89% | 0.36 CHF | 0.37 CHF | 120,442 | 50,000 | 119,975 | 50,000 | 40,984 CHF | 17,580 CHF | 100.00% | 100.00% |
08/07/2024 | 2.84% | 0.35 CHF | 0.36 CHF | 120,187 | 50,000 | 119,789 | 50,000 | 41,523 CHF | 17,832 CHF | 100.00% | 100.00% |
05/07/2024 | 2.78% | 0.37 CHF | 0.38 CHF | 120,712 | 50,000 | 120,505 | 50,000 | 42,840 CHF | 18,275 CHF | 99.62% | 99.62% |
04/07/2024 | 2.77% | 0.35 CHF | 0.36 CHF | 120,334 | 50,000 | 120,762 | 50,000 | 42,958 CHF | 18,285 CHF | 100.00% | 100.00% |
03/07/2024 | 2.53% | 0.38 CHF | 0.39 CHF | 121,716 | 50,000 | 122,196 | 50,000 | 47,735 CHF | 20,031 CHF | 99.73% | 99.73% |
02/07/2024 | 2.34% | 0.40 CHF | 0.41 CHF | 122,426 | 50,000 | 120,766 | 50,000 | 50,971 CHF | 21,610 CHF | 100.00% | 100.00% |