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 | 3.05% | 0.33 CHF | 0.34 CHF | 151,183 | 50,000 | 149,517 | 50,000 | 48,335 CHF | 16,663 CHF | 99.72% | 99.72% |
12/07/2024 | 3.20% | 0.32 CHF | 0.33 CHF | 149,782 | 50,000 | 149,080 | 50,000 | 45,812 CHF | 15,865 CHF | 99.01% | 99.01% |
11/07/2024 | 3.66% | 0.28 CHF | 0.29 CHF | 147,054 | 50,000 | 146,121 | 50,000 | 39,258 CHF | 13,932 CHF | 99.08% | 99.08% |
10/07/2024 | 3.57% | 0.27 CHF | 0.28 CHF | 147,121 | 50,000 | 146,863 | 50,000 | 40,438 CHF | 14,267 CHF | 100.00% | 100.00% |
09/07/2024 | 3.47% | 0.27 CHF | 0.28 CHF | 146,237 | 50,000 | 147,498 | 50,000 | 41,778 CHF | 14,661 CHF | 100.00% | 100.00% |
08/07/2024 | 3.84% | 0.27 CHF | 0.28 CHF | 146,011 | 50,000 | 144,743 | 50,000 | 36,976 CHF | 13,272 CHF | 100.00% | 100.00% |
05/07/2024 | 4.17% | 0.25 CHF | 0.26 CHF | 144,685 | 50,000 | 143,918 | 50,000 | 33,806 CHF | 12,244 CHF | 98.28% | 98.28% |
04/07/2024 | 3.98% | 0.24 CHF | 0.25 CHF | 144,753 | 50,000 | 145,119 | 50,000 | 35,778 CHF | 12,826 CHF | 100.00% | 100.00% |
03/07/2024 | 3.96% | 0.26 CHF | 0.27 CHF | 146,390 | 50,000 | 145,647 | 50,000 | 36,136 CHF | 12,904 CHF | 100.00% | 100.00% |
02/07/2024 | 3.67% | 0.27 CHF | 0.28 CHF | 147,120 | 50,000 | 147,363 | 50,000 | 39,475 CHF | 13,894 CHF | 100.00% | 100.00% |