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 | 3.34% | 0.28 CHF | 0.29 CHF | 141,546 | 25,000 | 138,591 | 25,000 | 40,790 CHF | 7,612 CHF | 99.72% | 99.72% |
12/07/2024 | 3.34% | 0.31 CHF | 0.32 CHF | 134,463 | 25,000 | 139,141 | 25,000 | 40,969 CHF | 7,614 CHF | 99.01% | 99.01% |
11/07/2024 | 3.54% | 0.30 CHF | 0.31 CHF | 137,181 | 25,000 | 145,408 | 25,000 | 40,407 CHF | 7,203 CHF | 96.46% | 96.46% |
10/07/2024 | 3.85% | 0.27 CHF | 0.28 CHF | 149,901 | 25,000 | 152,454 | 25,000 | 38,819 CHF | 6,615 CHF | 100.00% | 100.00% |
09/07/2024 | 3.59% | 0.24 CHF | 0.25 CHF | 156,415 | 25,000 | 146,565 | 25,000 | 40,233 CHF | 7,126 CHF | 100.00% | 100.00% |
08/07/2024 | 3.48% | 0.28 CHF | 0.29 CHF | 147,389 | 25,000 | 143,868 | 25,000 | 40,633 CHF | 7,312 CHF | 100.00% | 100.00% |
05/07/2024 | 3.35% | 0.29 CHF | 0.30 CHF | 145,553 | 25,000 | 143,089 | 25,000 | 42,072 CHF | 7,601 CHF | 98.98% | 98.98% |
04/07/2024 | 3.29% | 0.29 CHF | 0.30 CHF | 145,642 | 25,000 | 143,714 | 25,000 | 42,972 CHF | 7,726 CHF | 100.00% | 100.00% |
03/07/2024 | 3.46% | 0.29 CHF | 0.30 CHF | 143,897 | 25,000 | 147,814 | 25,000 | 42,025 CHF | 7,358 CHF | 100.00% | 100.00% |
02/07/2024 | 3.83% | 0.26 CHF | 0.27 CHF | 154,671 | 25,000 | 156,682 | 25,000 | 40,171 CHF | 6,661 CHF | 100.00% | 100.00% |