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 | 3.83% | 0.26 CHF | 0.27 CHF | 99,378 | 50,000 | 98,858 | 50,000 | 26,106 CHF | 13,721 CHF | 95.72% | 95.72% |
12/07/2024 | 4.31% | 0.28 CHF | 0.30 CHF | 96,477 | 50,000 | 104,391 | 50,000 | 25,873 CHF | 12,951 CHF | 95.76% | 95.76% |
11/07/2024 | 4.57% | 0.25 CHF | 0.26 CHF | 105,616 | 50,000 | 111,385 | 50,000 | 25,185 CHF | 11,841 CHF | 84.23% | 84.23% |
10/07/2024 | 4.57% | 0.24 CHF | 0.25 CHF | 104,980 | 50,000 | 110,754 | 50,000 | 25,529 CHF | 12,102 CHF | 96.55% | 96.55% |
09/07/2024 | 4.48% | 0.20 CHF | 0.21 CHF | 117,785 | 50,000 | 107,362 | 50,000 | 26,492 CHF | 12,916 CHF | 97.08% | 97.08% |
08/07/2024 | 4.90% | 0.25 CHF | 0.27 CHF | 104,328 | 50,000 | 103,539 | 50,000 | 26,563 CHF | 13,475 CHF | 84.32% | 84.32% |
05/07/2024 | 3.66% | 0.26 CHF | 0.27 CHF | 103,026 | 50,000 | 101,028 | 50,000 | 28,482 CHF | 14,655 CHF | 63.95% | 63.95% |
04/07/2024 | 5.03% | 0.23 CHF | 0.24 CHF | 111,442 | 50,000 | 112,216 | 50,000 | 25,722 CHF | 12,055 CHF | 89.88% | 89.88% |
03/07/2024 | 6.31% | 0.20 CHF | 0.21 CHF | 124,284 | 50,000 | 129,124 | 50,000 | 24,339 CHF | 10,058 CHF | 25.02% | 25.02% |
02/07/2024 | 6.18% | 0.18 CHF | 0.19 CHF | 130,986 | 50,000 | 146,755 | 50,000 | 23,669 CHF | 8,616 CHF | 100.00% | 100.00% |