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 | 2.64% | 0.43 CHF | 0.44 CHF | 98,077 | 50,000 | 97,565 | 50,000 | 42,737 CHF | 22,493 CHF | 99.70% | 99.70% |
12/07/2024 | 2.95% | 0.44 CHF | 0.45 CHF | 98,125 | 50,000 | 98,050 | 50,000 | 42,896 CHF | 22,542 CHF | 99.01% | 99.01% |
11/07/2024 | 2.56% | 0.45 CHF | 0.46 CHF | 96,882 | 50,000 | 99,461 | 50,000 | 42,624 CHF | 21,991 CHF | 99.08% | 99.08% |
10/07/2024 | 3.02% | 0.43 CHF | 0.44 CHF | 100,856 | 50,000 | 102,744 | 50,000 | 42,240 CHF | 21,188 CHF | 100.00% | 100.00% |
09/07/2024 | 3.00% | 0.40 CHF | 0.42 CHF | 104,156 | 50,000 | 100,779 | 50,000 | 43,045 CHF | 22,011 CHF | 100.00% | 100.00% |
08/07/2024 | 3.04% | 0.40 CHF | 0.41 CHF | 104,655 | 50,000 | 104,562 | 50,000 | 42,427 CHF | 20,913 CHF | 100.00% | 100.00% |
05/07/2024 | 3.10% | 0.41 CHF | 0.42 CHF | 105,368 | 50,000 | 106,117 | 50,000 | 42,658 CHF | 20,734 CHF | 98.86% | 98.86% |
04/07/2024 | 2.83% | 0.39 CHF | 0.40 CHF | 107,656 | 50,000 | 110,340 | 50,000 | 42,441 CHF | 19,786 CHF | 100.00% | 100.00% |
03/07/2024 | 3.48% | 0.34 CHF | 0.35 CHF | 119,223 | 50,000 | 119,283 | 50,000 | 40,439 CHF | 17,552 CHF | 92.27% | 92.27% |
02/07/2024 | 3.43% | 0.32 CHF | 0.33 CHF | 129,424 | 50,000 | 129,935 | 50,000 | 40,593 CHF | 16,167 CHF | 99.90% | 99.90% |