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 | 4.70% | 0.23 CHF | 0.24 CHF | 118,281 | 50,000 | 117,401 | 50,000 | 24,478 CHF | 10,923 CHF | 98.52% | 98.52% |
12/07/2024 | 4.49% | 0.23 CHF | 0.24 CHF | 117,942 | 50,000 | 117,811 | 50,000 | 25,715 CHF | 11,413 CHF | 99.38% | 99.38% |
11/07/2024 | 4.45% | 0.23 CHF | 0.24 CHF | 117,823 | 50,000 | 118,052 | 50,000 | 25,962 CHF | 11,496 CHF | 99.15% | 99.15% |
10/07/2024 | 3.61% | 0.25 CHF | 0.26 CHF | 119,217 | 50,000 | 119,758 | 50,000 | 32,611 CHF | 14,114 CHF | 100.00% | 100.00% |
09/07/2024 | 3.57% | 0.29 CHF | 0.30 CHF | 120,281 | 50,000 | 119,956 | 50,000 | 33,043 CHF | 14,272 CHF | 100.00% | 100.00% |
08/07/2024 | 3.53% | 0.29 CHF | 0.30 CHF | 120,201 | 50,000 | 119,836 | 50,000 | 33,405 CHF | 14,438 CHF | 100.00% | 100.00% |
05/07/2024 | 3.39% | 0.30 CHF | 0.31 CHF | 120,591 | 50,000 | 120,435 | 50,000 | 34,985 CHF | 15,024 CHF | 99.61% | 99.61% |
04/07/2024 | 3.39% | 0.29 CHF | 0.30 CHF | 120,495 | 50,000 | 120,774 | 50,000 | 35,068 CHF | 15,017 CHF | 100.00% | 100.00% |
03/07/2024 | 3.03% | 0.31 CHF | 0.32 CHF | 121,579 | 50,000 | 122,229 | 50,000 | 39,758 CHF | 16,762 CHF | 99.73% | 99.73% |
02/07/2024 | 2.77% | 0.33 CHF | 0.34 CHF | 122,701 | 50,000 | 123,522 | 50,000 | 44,086 CHF | 18,343 CHF | 100.00% | 100.00% |