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 | 4.08% | 0.44 CHF | 0.45 CHF | 102,840 | 20,000 | 99,940 | 20,000 | 45,482 CHF | 9,483 CHF | 99.72% | 99.72% |
12/07/2024 | 3.89% | 0.48 CHF | 0.50 CHF | 97,220 | 20,000 | 100,801 | 20,000 | 45,807 CHF | 9,454 CHF | 99.01% | 99.01% |
11/07/2024 | 4.24% | 0.45 CHF | 0.47 CHF | 100,301 | 20,000 | 104,735 | 20,000 | 44,888 CHF | 8,949 CHF | 99.01% | 99.01% |
10/07/2024 | 4.17% | 0.41 CHF | 0.43 CHF | 108,669 | 20,000 | 107,828 | 20,000 | 44,468 CHF | 8,600 CHF | 100.00% | 100.00% |
09/07/2024 | 4.32% | 0.40 CHF | 0.41 CHF | 110,830 | 20,000 | 110,616 | 20,000 | 44,140 CHF | 8,334 CHF | 100.00% | 100.00% |
08/07/2024 | 4.46% | 0.39 CHF | 0.41 CHF | 110,957 | 20,000 | 113,873 | 20,000 | 43,488 CHF | 7,989 CHF | 100.00% | 100.00% |
05/07/2024 | 4.66% | 0.36 CHF | 0.38 CHF | 117,366 | 20,000 | 113,239 | 20,000 | 43,760 CHF | 8,104 CHF | 98.98% | 98.98% |
04/07/2024 | 4.14% | 0.38 CHF | 0.40 CHF | 115,686 | 20,000 | 116,738 | 20,000 | 43,579 CHF | 7,783 CHF | 100.00% | 100.00% |
03/07/2024 | 4.27% | 0.36 CHF | 0.37 CHF | 120,976 | 20,000 | 120,692 | 20,000 | 43,412 CHF | 7,509 CHF | 98.25% | 98.25% |
02/07/2024 | 4.93% | 0.37 CHF | 0.39 CHF | 117,510 | 20,000 | 122,528 | 20,000 | 43,400 CHF | 7,445 CHF | 94.71% | 94.71% |