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 | 3.98% | 0.25 CHF | 0.26 CHF | 157,774 | 50,000 | 155,387 | 50,000 | 38,825 CHF | 13,000 CHF | 99.73% | 99.73% |
12/07/2024 | 4.34% | 0.26 CHF | 0.27 CHF | 153,605 | 50,000 | 163,043 | 50,000 | 39,094 CHF | 12,524 CHF | 99.01% | 99.01% |
11/07/2024 | 4.62% | 0.24 CHF | 0.25 CHF | 162,398 | 50,000 | 171,721 | 50,000 | 38,476 CHF | 11,740 CHF | 99.08% | 99.08% |
10/07/2024 | 4.44% | 0.24 CHF | 0.25 CHF | 164,168 | 50,000 | 168,560 | 50,000 | 38,455 CHF | 11,936 CHF | 100.00% | 100.00% |
09/07/2024 | 4.74% | 0.21 CHF | 0.22 CHF | 174,224 | 50,000 | 162,800 | 50,000 | 38,424 CHF | 12,379 CHF | 100.00% | 100.00% |
08/07/2024 | 4.36% | 0.24 CHF | 0.25 CHF | 159,085 | 50,000 | 159,678 | 50,000 | 39,196 CHF | 12,820 CHF | 100.00% | 100.00% |
05/07/2024 | 4.06% | 0.25 CHF | 0.26 CHF | 153,272 | 50,000 | 155,417 | 50,000 | 39,698 CHF | 13,315 CHF | 98.86% | 98.86% |
04/07/2024 | 4.29% | 0.23 CHF | 0.24 CHF | 166,708 | 50,000 | 169,619 | 50,000 | 38,784 CHF | 11,939 CHF | 100.00% | 100.00% |
03/07/2024 | 4.77% | 0.21 CHF | 0.22 CHF | 184,534 | 50,000 | 186,829 | 50,000 | 38,237 CHF | 10,738 CHF | 99.82% | 99.82% |
02/07/2024 | 5.59% | 0.20 CHF | 0.21 CHF | 191,823 | 50,000 | 205,996 | 50,000 | 37,401 CHF | 9,612 CHF | 100.00% | 100.00% |