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 | 3.44% | 0.30 CHF | 0.31 CHF | 99,986 | 50,000 | 97,368 | 50,000 | 30,377 CHF | 16,158 CHF | 98.73% | 98.73% |
12/07/2024 | 4.14% | 0.32 CHF | 0.33 CHF | 96,855 | 50,000 | 100,973 | 50,000 | 29,950 CHF | 15,465 CHF | 99.38% | 99.38% |
11/07/2024 | 3.63% | 0.29 CHF | 0.30 CHF | 101,732 | 50,000 | 101,293 | 50,000 | 29,662 CHF | 15,186 CHF | 99.16% | 99.16% |
10/07/2024 | 3.76% | 0.30 CHF | 0.31 CHF | 102,575 | 50,000 | 99,260 | 50,000 | 30,203 CHF | 15,806 CHF | 100.00% | 100.00% |
09/07/2024 | 3.30% | 0.31 CHF | 0.32 CHF | 98,222 | 50,000 | 95,794 | 50,000 | 31,578 CHF | 17,044 CHF | 100.00% | 100.00% |
08/07/2024 | 4.00% | 0.29 CHF | 0.31 CHF | 102,952 | 50,000 | 102,556 | 50,000 | 30,162 CHF | 15,309 CHF | 100.00% | 100.00% |
05/07/2024 | 4.10% | 0.29 CHF | 0.31 CHF | 102,784 | 50,000 | 94,736 | 47,893 | 28,520 CHF | 14,983 CHF | 99.62% | 99.62% |
04/07/2024 | 4.78% | 0.24 CHF | 0.25 CHF | 117,550 | 50,000 | 119,130 | 50,000 | 28,060 CHF | 12,357 CHF | 100.00% | 100.00% |
03/07/2024 | 4.58% | 0.24 CHF | 0.25 CHF | 118,926 | 50,000 | 115,365 | 50,000 | 28,529 CHF | 12,953 CHF | 99.73% | 99.73% |
02/07/2024 | 4.75% | 0.25 CHF | 0.26 CHF | 116,386 | 50,000 | 119,294 | 50,000 | 27,962 CHF | 12,293 CHF | 100.00% | 100.00% |