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 | 3.51% | 0.64 CHF | 0.67 CHF | 72,202 | 50,000 | 72,080 | 50,000 | 47,213 CHF | 33,925 CHF | 99.71% | 99.71% |
12/07/2024 | 3.51% | 0.66 CHF | 0.68 CHF | 72,241 | 50,000 | 72,348 | 50,000 | 47,297 CHF | 33,868 CHF | 99.01% | 99.01% |
11/07/2024 | 3.26% | 0.67 CHF | 0.69 CHF | 71,897 | 50,000 | 73,520 | 50,000 | 47,226 CHF | 33,190 CHF | 99.08% | 99.08% |
10/07/2024 | 3.46% | 0.64 CHF | 0.67 CHF | 73,421 | 50,000 | 75,179 | 50,000 | 46,752 CHF | 32,192 CHF | 100.00% | 100.00% |
09/07/2024 | 3.45% | 0.61 CHF | 0.63 CHF | 76,099 | 50,000 | 73,774 | 50,000 | 47,066 CHF | 33,025 CHF | 100.00% | 100.00% |
08/07/2024 | 3.74% | 0.60 CHF | 0.62 CHF | 76,450 | 50,000 | 76,039 | 50,000 | 45,652 CHF | 31,163 CHF | 100.00% | 100.00% |
05/07/2024 | 3.80% | 0.60 CHF | 0.62 CHF | 76,858 | 50,000 | 77,095 | 50,000 | 45,849 CHF | 30,889 CHF | 98.86% | 98.86% |
04/07/2024 | 3.16% | 0.58 CHF | 0.60 CHF | 78,624 | 50,000 | 79,387 | 50,000 | 45,187 CHF | 29,379 CHF | 100.00% | 100.00% |
03/07/2024 | 2.09% | 0.51 CHF | 0.52 CHF | 84,179 | 50,000 | 85,194 | 50,000 | 43,392 CHF | 26,009 CHF | 99.82% | 99.82% |
02/07/2024 | 2.39% | 0.47 CHF | 0.48 CHF | 90,935 | 50,000 | 91,996 | 50,000 | 42,396 CHF | 23,603 CHF | 99.79% | 99.79% |