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 | 4.88% | 0.19 CHF | 0.20 CHF | 203,241 | 25,000 | 198,459 | 25,000 | 39,682 CHF | 5,252 CHF | 99.71% | 99.71% |
12/07/2024 | 4.87% | 0.21 CHF | 0.22 CHF | 189,779 | 25,000 | 199,515 | 25,000 | 40,027 CHF | 5,268 CHF | 99.00% | 99.00% |
11/07/2024 | 5.16% | 0.20 CHF | 0.21 CHF | 196,836 | 25,000 | 208,007 | 25,000 | 39,326 CHF | 4,980 CHF | 99.09% | 99.09% |
10/07/2024 | 5.61% | 0.18 CHF | 0.19 CHF | 221,303 | 25,000 | 219,812 | 25,000 | 38,107 CHF | 4,583 CHF | 100.00% | 100.00% |
09/07/2024 | 5.18% | 0.17 CHF | 0.18 CHF | 218,913 | 25,000 | 207,279 | 25,000 | 39,063 CHF | 4,971 CHF | 100.00% | 100.00% |
08/07/2024 | 5.04% | 0.19 CHF | 0.20 CHF | 205,063 | 25,000 | 205,336 | 25,000 | 39,764 CHF | 5,091 CHF | 100.00% | 100.00% |
05/07/2024 | 4.81% | 0.20 CHF | 0.21 CHF | 206,871 | 25,000 | 200,632 | 25,000 | 40,770 CHF | 5,331 CHF | 98.98% | 98.98% |
04/07/2024 | 4.70% | 0.20 CHF | 0.21 CHF | 200,514 | 25,000 | 198,953 | 25,000 | 41,375 CHF | 5,449 CHF | 100.00% | 100.00% |
03/07/2024 | 5.00% | 0.20 CHF | 0.21 CHF | 201,483 | 25,000 | 208,672 | 25,000 | 40,750 CHF | 5,132 CHF | 100.00% | 100.00% |
02/07/2024 | 5.57% | 0.19 CHF | 0.20 CHF | 218,726 | 25,000 | 221,906 | 25,000 | 38,758 CHF | 4,619 CHF | 85.98% | 85.98% |