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 | 3.30% | 0.32 CHF | 0.33 CHF | 118,281 | 50,000 | 117,401 | 50,000 | 35,044 CHF | 15,423 CHF | 98.52% | 98.52% |
12/07/2024 | 3.20% | 0.32 CHF | 0.33 CHF | 117,942 | 50,000 | 117,811 | 50,000 | 36,318 CHF | 15,913 CHF | 99.38% | 99.38% |
11/07/2024 | 3.18% | 0.32 CHF | 0.33 CHF | 117,823 | 50,000 | 118,052 | 50,000 | 36,587 CHF | 15,996 CHF | 99.16% | 99.16% |
10/07/2024 | 2.73% | 0.34 CHF | 0.35 CHF | 119,217 | 50,000 | 119,758 | 50,000 | 43,389 CHF | 18,614 CHF | 100.00% | 100.00% |
09/07/2024 | 2.70% | 0.38 CHF | 0.39 CHF | 120,281 | 50,000 | 119,956 | 50,000 | 43,839 CHF | 18,772 CHF | 100.00% | 100.00% |
08/07/2024 | 2.68% | 0.38 CHF | 0.39 CHF | 120,201 | 50,000 | 119,836 | 50,000 | 44,190 CHF | 18,938 CHF | 100.00% | 100.00% |
05/07/2024 | 2.59% | 0.39 CHF | 0.40 CHF | 120,591 | 50,000 | 120,434 | 50,000 | 45,824 CHF | 19,524 CHF | 99.61% | 99.61% |
04/07/2024 | 2.60% | 0.38 CHF | 0.39 CHF | 120,495 | 50,000 | 120,774 | 50,000 | 45,938 CHF | 19,517 CHF | 100.00% | 100.00% |
03/07/2024 | 2.38% | 0.42 CHF | 0.43 CHF | 121,796 | 50,000 | 121,246 | 50,000 | 50,391 CHF | 21,284 CHF | 82.21% | 82.21% |
02/07/2024 | 2.21% | 0.42 CHF | 0.43 CHF | 120,000 | 50,000 | 116,500 | 50,000 | 52,080 CHF | 22,872 CHF | 100.00% | 100.00% |