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 | 3.89% | 0.24 CHF | 0.25 CHF | 197,959 | 25,000 | 193,580 | 25,000 | 48,830 CHF | 6,559 CHF | 99.71% | 99.71% |
12/07/2024 | 3.90% | 0.27 CHF | 0.28 CHF | 190,468 | 25,000 | 193,856 | 25,000 | 48,716 CHF | 6,534 CHF | 89.26% | 89.26% |
11/07/2024 | 4.08% | 0.26 CHF | 0.27 CHF | 192,501 | 25,000 | 199,544 | 25,000 | 47,933 CHF | 6,260 CHF | 98.43% | 98.43% |
10/07/2024 | 4.36% | 0.23 CHF | 0.24 CHF | 212,269 | 25,000 | 212,059 | 25,000 | 47,553 CHF | 5,856 CHF | 100.00% | 100.00% |
09/07/2024 | 4.11% | 0.22 CHF | 0.23 CHF | 210,443 | 25,000 | 201,215 | 25,000 | 47,977 CHF | 6,219 CHF | 97.01% | 97.01% |
08/07/2024 | 4.03% | 0.24 CHF | 0.25 CHF | 199,426 | 25,000 | 199,521 | 25,000 | 48,539 CHF | 6,332 CHF | 94.05% | 94.05% |
05/07/2024 | 3.87% | 0.25 CHF | 0.26 CHF | 200,000 | 25,000 | 195,817 | 25,000 | 49,658 CHF | 6,590 CHF | 98.98% | 98.98% |
04/07/2024 | 3.80% | 0.25 CHF | 0.26 CHF | 195,646 | 25,000 | 194,494 | 25,000 | 50,169 CHF | 6,699 CHF | 100.00% | 100.00% |
03/07/2024 | 4.01% | 0.25 CHF | 0.26 CHF | 196,551 | 25,000 | 200,975 | 25,000 | 49,185 CHF | 6,369 CHF | 93.67% | 93.67% |
02/07/2024 | 4.37% | 0.23 CHF | 0.24 CHF | 208,665 | 25,000 | 213,893 | 25,000 | 47,928 CHF | 5,852 CHF | 98.27% | 98.27% |