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 | 3.92% | 0.23 CHF | 0.24 CHF | 154,792 | 25,000 | 148,154 | 25,000 | 37,101 CHF | 6,516 CHF | 96.98% | 96.98% |
12/07/2024 | 4.31% | 0.25 CHF | 0.26 CHF | 151,276 | 25,000 | 159,270 | 25,000 | 36,205 CHF | 5,941 CHF | 98.76% | 98.76% |
11/07/2024 | 4.28% | 0.25 CHF | 0.26 CHF | 149,194 | 25,000 | 159,051 | 25,000 | 36,393 CHF | 5,974 CHF | 99.08% | 99.08% |
10/07/2024 | 4.46% | 0.23 CHF | 0.24 CHF | 162,671 | 25,000 | 163,772 | 25,000 | 35,921 CHF | 5,733 CHF | 100.00% | 100.00% |
09/07/2024 | 4.39% | 0.20 CHF | 0.21 CHF | 169,855 | 25,000 | 161,214 | 25,000 | 35,936 CHF | 5,827 CHF | 100.00% | 100.00% |
08/07/2024 | 4.68% | 0.20 CHF | 0.21 CHF | 170,680 | 25,000 | 167,660 | 25,000 | 35,045 CHF | 5,482 CHF | 100.00% | 100.00% |
05/07/2024 | 3.90% | 0.24 CHF | 0.25 CHF | 151,872 | 25,000 | 152,429 | 25,000 | 38,388 CHF | 6,546 CHF | 98.87% | 98.87% |
04/07/2024 | 4.11% | 0.26 CHF | 0.27 CHF | 152,814 | 25,000 | 157,107 | 25,000 | 37,504 CHF | 6,221 CHF | 100.00% | 100.00% |
03/07/2024 | 4.17% | 0.26 CHF | 0.27 CHF | 145,980 | 25,000 | 160,576 | 25,000 | 37,698 CHF | 6,131 CHF | 99.73% | 99.73% |
02/07/2024 | 4.31% | 0.22 CHF | 0.23 CHF | 164,418 | 25,000 | 164,035 | 25,000 | 37,314 CHF | 5,938 CHF | 78.13% | 78.13% |