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 | 3.48% | 0.32 CHF | 0.33 CHF | 133,703 | 50,000 | 131,494 | 50,000 | 42,060 CHF | 16,561 CHF | 99.73% | 99.73% |
12/07/2024 | 3.41% | 0.33 CHF | 0.34 CHF | 130,570 | 50,000 | 136,662 | 50,000 | 42,104 CHF | 15,942 CHF | 99.01% | 99.01% |
11/07/2024 | 4.67% | 0.31 CHF | 0.32 CHF | 137,304 | 50,000 | 143,296 | 50,000 | 41,280 CHF | 15,093 CHF | 99.08% | 99.08% |
10/07/2024 | 3.92% | 0.31 CHF | 0.32 CHF | 137,593 | 50,000 | 141,586 | 50,000 | 41,551 CHF | 15,276 CHF | 100.00% | 100.00% |
09/07/2024 | 4.71% | 0.27 CHF | 0.29 CHF | 148,079 | 50,000 | 138,044 | 50,000 | 41,715 CHF | 15,845 CHF | 100.00% | 100.00% |
08/07/2024 | 4.13% | 0.31 CHF | 0.32 CHF | 136,686 | 50,000 | 135,042 | 50,000 | 42,129 CHF | 16,258 CHF | 100.00% | 100.00% |
05/07/2024 | 3.45% | 0.32 CHF | 0.33 CHF | 133,991 | 50,000 | 133,048 | 50,000 | 42,778 CHF | 16,657 CHF | 98.86% | 98.86% |
04/07/2024 | 5.33% | 0.30 CHF | 0.31 CHF | 142,520 | 50,000 | 144,324 | 50,000 | 41,788 CHF | 15,277 CHF | 100.00% | 100.00% |
03/07/2024 | 4.60% | 0.27 CHF | 0.28 CHF | 154,925 | 50,000 | 156,338 | 50,000 | 41,007 CHF | 13,735 CHF | 99.82% | 99.82% |
02/07/2024 | 4.85% | 0.26 CHF | 0.27 CHF | 160,567 | 50,000 | 169,021 | 50,000 | 39,745 CHF | 12,354 CHF | 100.00% | 100.00% |