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 | 4.34% | 0.32 CHF | 0.34 CHF | 142,892 | 50,000 | 139,082 | 50,000 | 48,245 CHF | 18,133 CHF | 97.31% | 97.31% |
12/07/2024 | 3.47% | 0.32 CHF | 0.33 CHF | 147,613 | 50,000 | 146,323 | 50,000 | 47,543 CHF | 16,824 CHF | 99.38% | 99.38% |
11/07/2024 | 3.80% | 0.33 CHF | 0.35 CHF | 143,895 | 50,000 | 136,719 | 50,000 | 49,341 CHF | 18,764 CHF | 43.27% | 43.27% |
10/07/2024 | 2.70% | 0.42 CHF | 0.43 CHF | 126,452 | 50,000 | 120,119 | 50,000 | 51,780 CHF | 22,145 CHF | 50.60% | 50.60% |
09/07/2024 | 3.13% | 0.43 CHF | 0.44 CHF | 120,000 | 50,000 | 119,999 | 50,000 | 52,500 CHF | 22,570 CHF | 80.07% | 80.07% |
08/07/2024 | 2.86% | 0.46 CHF | 0.47 CHF | 119,960 | 50,000 | 118,722 | 50,000 | 51,902 CHF | 22,508 CHF | 76.59% | 76.59% |
05/07/2024 | 3.07% | 0.42 CHF | 0.43 CHF | 127,335 | 50,000 | 123,687 | 50,000 | 51,430 CHF | 21,458 CHF | 46.78% | 46.78% |
04/07/2024 | 3.49% | 0.43 CHF | 0.44 CHF | 120,000 | 50,000 | 121,708 | 50,000 | 51,397 CHF | 21,876 CHF | 82.43% | 82.43% |
03/07/2024 | 3.77% | 0.38 CHF | 0.40 CHF | 133,552 | 50,000 | 139,827 | 50,000 | 49,292 CHF | 18,324 CHF | 77.31% | 77.31% |
02/07/2024 | 4.71% | 0.30 CHF | 0.31 CHF | 156,485 | 50,000 | 163,291 | 50,000 | 45,462 CHF | 14,603 CHF | 99.99% | 99.99% |