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 | 3.46% | 0.33 CHF | 0.34 CHF | 100,432 | 50,000 | 100,136 | 50,000 | 33,967 CHF | 17,565 CHF | 99.71% | 99.71% |
12/07/2024 | 3.47% | 0.34 CHF | 0.35 CHF | 100,356 | 50,000 | 100,440 | 50,000 | 34,069 CHF | 17,573 CHF | 99.01% | 99.01% |
11/07/2024 | 4.31% | 0.35 CHF | 0.37 CHF | 98,948 | 50,000 | 102,677 | 50,000 | 34,000 CHF | 17,295 CHF | 99.08% | 99.08% |
10/07/2024 | 3.78% | 0.33 CHF | 0.34 CHF | 103,950 | 50,000 | 105,974 | 50,000 | 33,865 CHF | 16,597 CHF | 100.00% | 100.00% |
09/07/2024 | 3.87% | 0.31 CHF | 0.33 CHF | 107,845 | 50,000 | 103,297 | 50,000 | 34,085 CHF | 17,158 CHF | 100.00% | 100.00% |
08/07/2024 | 4.23% | 0.31 CHF | 0.32 CHF | 109,157 | 50,000 | 108,727 | 50,000 | 33,314 CHF | 15,981 CHF | 100.00% | 100.00% |
05/07/2024 | 3.76% | 0.31 CHF | 0.32 CHF | 110,519 | 50,000 | 110,480 | 50,000 | 33,512 CHF | 15,749 CHF | 98.86% | 98.86% |
04/07/2024 | 4.59% | 0.29 CHF | 0.30 CHF | 114,321 | 50,000 | 115,780 | 50,000 | 32,744 CHF | 14,806 CHF | 100.00% | 100.00% |
03/07/2024 | 4.71% | 0.25 CHF | 0.26 CHF | 126,964 | 50,000 | 128,589 | 50,000 | 31,362 CHF | 12,785 CHF | 99.82% | 99.82% |
02/07/2024 | 5.52% | 0.22 CHF | 0.24 CHF | 139,987 | 50,000 | 142,906 | 50,000 | 30,810 CHF | 11,395 CHF | 99.79% | 99.79% |