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 | 4.47% | 0.31 CHF | 0.32 CHF | 169,003 | 50,000 | 167,763 | 50,000 | 45,582 CHF | 14,202 CHF | 80.23% | 80.23% |
12/07/2024 | 3.98% | 0.24 CHF | 0.25 CHF | 166,830 | 50,000 | 167,134 | 50,000 | 41,245 CHF | 12,838 CHF | 99.01% | 99.01% |
11/07/2024 | 4.40% | 0.24 CHF | 0.25 CHF | 166,732 | 50,000 | 166,661 | 50,000 | 37,160 CHF | 11,648 CHF | 99.09% | 99.09% |
10/07/2024 | 4.62% | 0.25 CHF | 0.26 CHF | 168,039 | 50,000 | 167,879 | 50,000 | 42,563 CHF | 13,273 CHF | 100.00% | 100.00% |
09/07/2024 | 4.40% | 0.28 CHF | 0.29 CHF | 168,549 | 50,000 | 166,850 | 50,000 | 37,229 CHF | 11,655 CHF | 100.00% | 100.00% |
08/07/2024 | 5.05% | 0.19 CHF | 0.20 CHF | 165,805 | 50,000 | 165,554 | 50,000 | 32,252 CHF | 10,237 CHF | 100.00% | 100.00% |
05/07/2024 | 3.45% | 0.26 CHF | 0.27 CHF | 167,956 | 50,000 | 166,278 | 50,000 | 47,550 CHF | 14,836 CHF | 98.86% | 98.86% |
04/07/2024 | 2.98% | 0.36 CHF | 0.37 CHF | 140,000 | 50,000 | 157,128 | 50,000 | 51,863 CHF | 17,024 CHF | 100.00% | 100.00% |
03/07/2024 | 3.42% | 0.34 CHF | 0.36 CHF | 150,000 | 50,000 | 147,617 | 50,000 | 51,146 CHF | 17,942 CHF | 99.82% | 99.82% |
02/07/2024 | 2.68% | 0.34 CHF | 0.35 CHF | 150,000 | 50,000 | 140,947 | 50,000 | 51,846 CHF | 18,915 CHF | 100.00% | 100.00% |