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 | 5.10% | 0.22 CHF | 0.23 CHF | 139,287 | 50,000 | 134,841 | 50,000 | 32,717 CHF | 12,793 CHF | 98.61% | 98.61% |
12/07/2024 | 6.30% | 0.22 CHF | 0.23 CHF | 146,521 | 50,000 | 145,076 | 50,000 | 31,620 CHF | 11,614 CHF | 99.38% | 99.38% |
11/07/2024 | 5.21% | 0.23 CHF | 0.24 CHF | 141,023 | 50,000 | 133,892 | 50,000 | 34,062 CHF | 13,445 CHF | 99.00% | 99.00% |
10/07/2024 | 4.05% | 0.32 CHF | 0.33 CHF | 119,415 | 50,000 | 117,717 | 50,000 | 37,896 CHF | 16,778 CHF | 100.00% | 100.00% |
09/07/2024 | 3.93% | 0.33 CHF | 0.34 CHF | 117,656 | 50,000 | 114,693 | 50,000 | 39,209 CHF | 17,784 CHF | 100.00% | 100.00% |
08/07/2024 | 3.80% | 0.33 CHF | 0.34 CHF | 118,063 | 50,000 | 115,245 | 50,000 | 39,186 CHF | 17,675 CHF | 100.00% | 100.00% |
05/07/2024 | 3.97% | 0.31 CHF | 0.33 CHF | 120,859 | 50,000 | 121,242 | 50,000 | 38,232 CHF | 16,416 CHF | 99.62% | 99.62% |
04/07/2024 | 3.94% | 0.33 CHF | 0.34 CHF | 119,787 | 50,000 | 119,428 | 50,000 | 39,161 CHF | 17,058 CHF | 99.99% | 99.99% |
03/07/2024 | 4.93% | 0.29 CHF | 0.30 CHF | 127,636 | 50,000 | 134,975 | 50,000 | 35,342 CHF | 13,789 CHF | 99.73% | 99.73% |
02/07/2024 | 7.12% | 0.20 CHF | 0.22 CHF | 158,775 | 50,000 | 169,121 | 50,000 | 30,949 CHF | 9,841 CHF | 99.99% | 99.99% |