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 | 3.01% | 0.42 CHF | 0.44 CHF | 84,721 | 50,000 | 83,711 | 50,000 | 36,041 CHF | 22,191 CHF | 99.72% | 99.72% |
12/07/2024 | 2.93% | 0.44 CHF | 0.45 CHF | 82,876 | 50,000 | 84,577 | 50,000 | 36,118 CHF | 22,004 CHF | 99.01% | 99.01% |
11/07/2024 | 2.62% | 0.41 CHF | 0.42 CHF | 85,963 | 50,000 | 88,927 | 50,000 | 35,137 CHF | 20,295 CHF | 99.08% | 99.08% |
10/07/2024 | 2.90% | 0.38 CHF | 0.40 CHF | 91,657 | 50,000 | 95,774 | 50,000 | 34,483 CHF | 18,537 CHF | 100.00% | 100.00% |
09/07/2024 | 4.22% | 0.32 CHF | 0.33 CHF | 104,093 | 50,000 | 100,537 | 50,000 | 33,136 CHF | 17,197 CHF | 100.00% | 100.00% |
08/07/2024 | 3.84% | 0.33 CHF | 0.34 CHF | 100,457 | 50,000 | 95,707 | 50,000 | 34,002 CHF | 18,487 CHF | 100.00% | 100.00% |
05/07/2024 | 2.82% | 0.38 CHF | 0.39 CHF | 92,219 | 50,000 | 90,405 | 50,000 | 35,764 CHF | 20,360 CHF | 98.86% | 98.86% |
04/07/2024 | 3.85% | 0.37 CHF | 0.38 CHF | 95,844 | 50,000 | 96,217 | 50,000 | 34,826 CHF | 18,810 CHF | 100.00% | 100.00% |
03/07/2024 | 3.45% | 0.35 CHF | 0.36 CHF | 99,623 | 50,000 | 99,080 | 50,000 | 34,461 CHF | 18,003 CHF | 99.82% | 99.82% |
02/07/2024 | 3.39% | 0.34 CHF | 0.35 CHF | 100,717 | 50,000 | 102,916 | 50,000 | 34,657 CHF | 17,421 CHF | 100.00% | 100.00% |