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 | 4.33% | 0.53 CHF | 0.56 CHF | 65,209 | 50,000 | 64,987 | 50,000 | 35,317 CHF | 28,384 CHF | 99.73% | 99.73% |
12/07/2024 | 3.88% | 0.55 CHF | 0.57 CHF | 65,332 | 50,000 | 65,467 | 50,000 | 35,634 CHF | 28,305 CHF | 99.01% | 99.01% |
11/07/2024 | 4.15% | 0.56 CHF | 0.58 CHF | 64,929 | 50,000 | 66,658 | 50,000 | 35,288 CHF | 27,601 CHF | 99.08% | 99.08% |
10/07/2024 | 4.20% | 0.54 CHF | 0.56 CHF | 67,328 | 50,000 | 68,614 | 50,000 | 34,811 CHF | 26,457 CHF | 100.00% | 100.00% |
09/07/2024 | 4.11% | 0.50 CHF | 0.52 CHF | 69,506 | 50,000 | 67,372 | 50,000 | 35,548 CHF | 27,499 CHF | 100.00% | 100.00% |
08/07/2024 | 4.68% | 0.49 CHF | 0.51 CHF | 69,823 | 50,000 | 69,909 | 50,000 | 34,342 CHF | 25,738 CHF | 99.69% | 99.69% |
05/07/2024 | 4.58% | 0.49 CHF | 0.51 CHF | 71,257 | 50,000 | 71,511 | 50,000 | 34,742 CHF | 25,433 CHF | 97.81% | 97.81% |
04/07/2024 | 4.48% | 0.47 CHF | 0.50 CHF | 72,514 | 50,000 | 73,731 | 50,000 | 33,971 CHF | 24,098 CHF | 100.00% | 100.00% |
03/07/2024 | 5.26% | 0.40 CHF | 0.42 CHF | 79,777 | 50,000 | 80,427 | 50,000 | 31,565 CHF | 20,692 CHF | 99.82% | 99.82% |
02/07/2024 | 3.27% | 0.35 CHF | 0.36 CHF | 86,905 | 50,000 | 88,734 | 50,000 | 29,846 CHF | 17,381 CHF | 99.06% | 99.06% |