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 | 4.67% | 0.33 CHF | 0.34 CHF | 143,779 | 50,000 | 138,168 | 50,000 | 46,836 CHF | 17,770 CHF | 81.89% | 81.89% |
12/07/2024 | 2.98% | 0.32 CHF | 0.33 CHF | 140,943 | 50,000 | 139,674 | 50,000 | 46,242 CHF | 17,056 CHF | 91.40% | 91.40% |
11/07/2024 | 2.97% | 0.32 CHF | 0.33 CHF | 140,457 | 50,000 | 141,039 | 50,000 | 46,828 CHF | 17,103 CHF | 98.67% | 98.67% |
10/07/2024 | 3.38% | 0.31 CHF | 0.32 CHF | 147,978 | 50,000 | 151,040 | 50,000 | 43,953 CHF | 15,054 CHF | 99.41% | 99.41% |
09/07/2024 | 3.40% | 0.27 CHF | 0.28 CHF | 155,829 | 50,000 | 152,458 | 50,000 | 44,057 CHF | 14,951 CHF | 87.05% | 87.05% |
08/07/2024 | 3.43% | 0.28 CHF | 0.29 CHF | 152,173 | 50,000 | 153,258 | 50,000 | 43,872 CHF | 14,814 CHF | 88.03% | 88.03% |
05/07/2024 | 3.52% | 0.27 CHF | 0.28 CHF | 158,030 | 50,000 | 155,415 | 50,000 | 43,427 CHF | 14,472 CHF | 97.09% | 97.09% |
04/07/2024 | 3.49% | 0.28 CHF | 0.29 CHF | 155,782 | 50,000 | 157,543 | 50,000 | 44,379 CHF | 14,586 CHF | 98.24% | 98.24% |
03/07/2024 | 3.82% | 0.27 CHF | 0.28 CHF | 162,867 | 50,000 | 166,893 | 50,000 | 42,890 CHF | 13,352 CHF | 99.65% | 99.65% |
02/07/2024 | 4.17% | 0.25 CHF | 0.26 CHF | 168,521 | 50,000 | 176,062 | 50,000 | 41,420 CHF | 12,270 CHF | 98.10% | 98.10% |