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 | 5.19% | 0.21 CHF | 0.22 CHF | 118,281 | 50,000 | 117,401 | 50,000 | 22,130 CHF | 9,923 CHF | 98.52% | 98.52% |
12/07/2024 | 4.95% | 0.21 CHF | 0.22 CHF | 117,968 | 50,000 | 117,833 | 50,000 | 23,289 CHF | 10,381 CHF | 99.38% | 99.38% |
11/07/2024 | 4.90% | 0.21 CHF | 0.22 CHF | 117,862 | 50,000 | 118,064 | 50,000 | 23,521 CHF | 10,461 CHF | 99.15% | 99.15% |
10/07/2024 | 3.91% | 0.23 CHF | 0.24 CHF | 119,296 | 50,000 | 119,814 | 50,000 | 30,101 CHF | 13,060 CHF | 100.00% | 100.00% |
09/07/2024 | 3.85% | 0.27 CHF | 0.28 CHF | 120,281 | 50,000 | 119,955 | 50,000 | 30,583 CHF | 13,247 CHF | 100.00% | 100.00% |
08/07/2024 | 3.81% | 0.27 CHF | 0.28 CHF | 120,241 | 50,000 | 119,786 | 50,000 | 30,886 CHF | 13,392 CHF | 100.00% | 100.00% |
05/07/2024 | 3.67% | 0.28 CHF | 0.29 CHF | 120,631 | 50,000 | 120,444 | 50,000 | 32,277 CHF | 13,899 CHF | 99.62% | 99.62% |
04/07/2024 | 3.67% | 0.26 CHF | 0.27 CHF | 120,522 | 50,000 | 120,778 | 50,000 | 32,329 CHF | 13,883 CHF | 100.00% | 100.00% |
03/07/2024 | 3.25% | 0.29 CHF | 0.30 CHF | 121,647 | 50,000 | 122,169 | 50,000 | 37,070 CHF | 15,670 CHF | 99.73% | 99.73% |
02/07/2024 | 2.95% | 0.31 CHF | 0.32 CHF | 122,453 | 50,000 | 123,491 | 50,000 | 41,383 CHF | 17,253 CHF | 100.00% | 100.00% |