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 | 4.19% | 0.31 CHF | 0.32 CHF | 80,126 | 50,000 | 79,653 | 50,000 | 25,491 CHF | 16,692 CHF | 99.71% | 99.71% |
12/07/2024 | 3.92% | 0.33 CHF | 0.35 CHF | 78,777 | 50,000 | 80,841 | 50,000 | 25,594 CHF | 16,484 CHF | 98.99% | 98.99% |
11/07/2024 | 4.18% | 0.30 CHF | 0.31 CHF | 84,241 | 50,000 | 86,781 | 50,000 | 24,809 CHF | 14,925 CHF | 99.08% | 99.08% |
10/07/2024 | 4.66% | 0.28 CHF | 0.29 CHF | 89,655 | 50,000 | 95,285 | 50,000 | 24,375 CHF | 13,407 CHF | 100.00% | 100.00% |
09/07/2024 | 5.39% | 0.20 CHF | 0.21 CHF | 107,830 | 50,000 | 102,734 | 50,000 | 22,344 CHF | 11,488 CHF | 100.00% | 100.00% |
08/07/2024 | 4.77% | 0.23 CHF | 0.24 CHF | 100,027 | 50,000 | 97,354 | 50,000 | 23,954 CHF | 12,921 CHF | 85.60% | 85.60% |
05/07/2024 | 4.05% | 0.27 CHF | 0.29 CHF | 92,651 | 50,000 | 88,705 | 50,000 | 25,283 CHF | 14,858 CHF | 98.34% | 98.34% |
04/07/2024 | 4.22% | 0.26 CHF | 0.27 CHF | 97,031 | 50,000 | 95,732 | 50,000 | 24,370 CHF | 13,276 CHF | 92.41% | 92.41% |
03/07/2024 | 4.49% | 0.25 CHF | 0.26 CHF | 101,035 | 50,000 | 100,223 | 50,000 | 24,113 CHF | 12,584 CHF | 99.30% | 99.30% |
02/07/2024 | 5.60% | 0.23 CHF | 0.25 CHF | 104,640 | 50,000 | 105,630 | 50,000 | 23,946 CHF | 12,000 CHF | 100.00% | 100.00% |