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 | 2.50% | 0.40 CHF | 0.41 CHF | 102,077 | 50,000 | 100,394 | 50,000 | 40,262 CHF | 20,561 CHF | 99.72% | 99.72% |
12/07/2024 | 2.76% | 0.42 CHF | 0.43 CHF | 98,670 | 50,000 | 104,180 | 50,000 | 40,377 CHF | 19,926 CHF | 99.01% | 99.01% |
11/07/2024 | 3.60% | 0.39 CHF | 0.40 CHF | 104,710 | 50,000 | 109,326 | 50,000 | 39,464 CHF | 18,711 CHF | 99.08% | 99.08% |
10/07/2024 | 3.04% | 0.38 CHF | 0.39 CHF | 104,883 | 50,000 | 108,559 | 50,000 | 39,786 CHF | 18,915 CHF | 100.00% | 100.00% |
09/07/2024 | 2.65% | 0.34 CHF | 0.35 CHF | 113,097 | 50,000 | 105,730 | 50,000 | 39,953 CHF | 19,407 CHF | 100.00% | 100.00% |
08/07/2024 | 2.69% | 0.39 CHF | 0.40 CHF | 104,791 | 50,000 | 103,656 | 50,000 | 40,486 CHF | 20,064 CHF | 100.00% | 100.00% |
05/07/2024 | 3.18% | 0.40 CHF | 0.41 CHF | 103,268 | 50,000 | 102,057 | 50,000 | 41,258 CHF | 20,888 CHF | 98.86% | 98.86% |
04/07/2024 | 2.69% | 0.37 CHF | 0.38 CHF | 108,368 | 50,000 | 109,993 | 50,000 | 40,376 CHF | 18,862 CHF | 100.00% | 100.00% |
03/07/2024 | 3.03% | 0.33 CHF | 0.34 CHF | 118,747 | 50,000 | 120,509 | 50,000 | 39,205 CHF | 16,768 CHF | 99.82% | 99.82% |
02/07/2024 | 3.62% | 0.32 CHF | 0.33 CHF | 122,792 | 50,000 | 130,703 | 50,000 | 38,120 CHF | 15,141 CHF | 100.00% | 100.00% |