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 | 5.38% | 0.25 CHF | 0.27 CHF | 112,055 | 50,000 | 110,639 | 50,000 | 25,978 CHF | 12,380 CHF | 94.83% | 94.83% |
12/07/2024 | 5.57% | 0.20 CHF | 0.21 CHF | 108,580 | 50,000 | 108,613 | 50,000 | 21,911 CHF | 10,662 CHF | 99.01% | 99.01% |
11/07/2024 | 4.86% | 0.24 CHF | 0.25 CHF | 110,981 | 50,000 | 111,433 | 50,000 | 26,718 CHF | 12,586 CHF | 92.55% | 92.55% |
10/07/2024 | 3.83% | 0.27 CHF | 0.28 CHF | 113,750 | 50,000 | 114,987 | 50,000 | 33,113 CHF | 14,961 CHF | 100.00% | 100.00% |
09/07/2024 | 4.25% | 0.27 CHF | 0.29 CHF | 113,836 | 50,000 | 113,377 | 50,000 | 30,350 CHF | 13,966 CHF | 100.00% | 100.00% |
08/07/2024 | 4.85% | 0.28 CHF | 0.29 CHF | 113,879 | 50,000 | 111,049 | 49,819 | 27,444 CHF | 12,917 CHF | 100.00% | 100.00% |
05/07/2024 | 4.14% | 0.26 CHF | 0.27 CHF | 112,576 | 50,000 | 113,659 | 50,000 | 30,512 CHF | 13,984 CHF | 98.87% | 98.87% |
04/07/2024 | 4.24% | 0.29 CHF | 0.30 CHF | 115,481 | 50,000 | 116,376 | 50,000 | 35,376 CHF | 15,853 CHF | 100.00% | 100.00% |
03/07/2024 | 3.50% | 0.30 CHF | 0.31 CHF | 116,395 | 50,000 | 116,355 | 50,000 | 35,058 CHF | 15,603 CHF | 99.73% | 99.73% |
02/07/2024 | 3.74% | 0.31 CHF | 0.32 CHF | 117,226 | 50,000 | 117,121 | 50,000 | 36,033 CHF | 15,969 CHF | 100.00% | 100.00% |