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 | 4.22% | 0.43 CHF | 0.45 CHF | 88,732 | 50,000 | 86,838 | 50,000 | 38,771 CHF | 23,308 CHF | 96.73% | 96.73% |
12/07/2024 | 3.97% | 0.42 CHF | 0.44 CHF | 87,186 | 50,000 | 90,083 | 50,000 | 36,284 CHF | 20,977 CHF | 99.01% | 99.01% |
11/07/2024 | 2.89% | 0.39 CHF | 0.40 CHF | 91,577 | 50,000 | 97,635 | 50,000 | 34,962 CHF | 18,458 CHF | 99.09% | 99.09% |
10/07/2024 | 3.04% | 0.34 CHF | 0.35 CHF | 102,515 | 50,000 | 102,390 | 50,000 | 34,289 CHF | 17,267 CHF | 100.00% | 100.00% |
09/07/2024 | 3.34% | 0.33 CHF | 0.34 CHF | 102,909 | 50,000 | 94,622 | 50,000 | 36,242 CHF | 19,907 CHF | 100.00% | 100.00% |
08/07/2024 | 2.70% | 0.38 CHF | 0.39 CHF | 94,417 | 50,000 | 94,064 | 50,000 | 36,526 CHF | 19,950 CHF | 100.00% | 100.00% |
05/07/2024 | 2.75% | 0.41 CHF | 0.42 CHF | 92,404 | 50,000 | 93,247 | 50,000 | 37,398 CHF | 20,639 CHF | 98.86% | 98.86% |
04/07/2024 | 2.89% | 0.36 CHF | 0.37 CHF | 100,885 | 50,000 | 100,617 | 50,000 | 35,716 CHF | 18,274 CHF | 100.00% | 100.00% |
03/07/2024 | 3.44% | 0.32 CHF | 0.33 CHF | 108,882 | 50,000 | 112,679 | 50,000 | 33,997 CHF | 15,617 CHF | 99.82% | 99.82% |
02/07/2024 | 3.66% | 0.30 CHF | 0.31 CHF | 115,981 | 50,000 | 123,138 | 50,000 | 33,034 CHF | 13,934 CHF | 100.00% | 100.00% |