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 | 2.23% | 0.50 CHF | 0.51 CHF | 85,763 | 50,000 | 84,791 | 50,000 | 43,167 CHF | 26,032 CHF | 99.71% | 99.71% |
12/07/2024 | 2.40% | 0.52 CHF | 0.53 CHF | 84,728 | 50,000 | 85,730 | 50,000 | 43,280 CHF | 25,871 CHF | 99.01% | 99.01% |
11/07/2024 | 2.60% | 0.48 CHF | 0.50 CHF | 87,907 | 50,000 | 89,586 | 50,000 | 42,351 CHF | 24,270 CHF | 99.08% | 99.08% |
10/07/2024 | 2.81% | 0.46 CHF | 0.47 CHF | 92,600 | 50,000 | 95,015 | 50,000 | 41,513 CHF | 22,471 CHF | 100.00% | 100.00% |
09/07/2024 | 2.87% | 0.39 CHF | 0.41 CHF | 102,061 | 50,000 | 99,310 | 50,000 | 40,389 CHF | 20,931 CHF | 99.99% | 99.99% |
08/07/2024 | 2.75% | 0.41 CHF | 0.42 CHF | 97,836 | 50,000 | 95,141 | 50,000 | 41,050 CHF | 22,200 CHF | 100.00% | 100.00% |
05/07/2024 | 2.33% | 0.45 CHF | 0.46 CHF | 92,143 | 50,000 | 90,574 | 50,000 | 42,270 CHF | 23,898 CHF | 98.86% | 98.86% |
04/07/2024 | 2.68% | 0.44 CHF | 0.45 CHF | 95,369 | 50,000 | 95,443 | 50,000 | 41,556 CHF | 22,361 CHF | 100.00% | 100.00% |
03/07/2024 | 2.64% | 0.42 CHF | 0.43 CHF | 98,566 | 50,000 | 98,109 | 50,000 | 41,840 CHF | 21,894 CHF | 99.82% | 99.82% |
02/07/2024 | 3.53% | 0.41 CHF | 0.43 CHF | 100,632 | 50,000 | 101,258 | 50,000 | 41,507 CHF | 21,238 CHF | 100.00% | 100.00% |