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 | 3.34% | 0.39 CHF | 0.40 CHF | 107,897 | 50,000 | 105,820 | 50,000 | 44,856 CHF | 21,934 CHF | 98.61% | 98.61% |
12/07/2024 | 3.12% | 0.39 CHF | 0.40 CHF | 112,057 | 50,000 | 111,113 | 50,000 | 43,707 CHF | 20,296 CHF | 99.38% | 99.38% |
11/07/2024 | 3.25% | 0.40 CHF | 0.42 CHF | 109,196 | 50,000 | 105,852 | 50,000 | 46,267 CHF | 22,612 CHF | 99.15% | 99.15% |
10/07/2024 | 2.67% | 0.51 CHF | 0.53 CHF | 98,931 | 50,000 | 98,063 | 50,000 | 50,857 CHF | 26,646 CHF | 92.79% | 92.79% |
09/07/2024 | 2.48% | 0.56 CHF | 0.58 CHF | 95,650 | 50,000 | 97,040 | 50,000 | 52,074 CHF | 27,511 CHF | 37.27% | 37.27% |
08/07/2024 | 2.74% | 0.55 CHF | 0.58 CHF | 90,000 | 50,000 | 96,263 | 50,000 | 51,839 CHF | 27,700 CHF | 78.47% | 78.47% |
05/07/2024 | 2.55% | 0.51 CHF | 0.52 CHF | 100,000 | 50,000 | 100,214 | 50,000 | 50,916 CHF | 26,074 CHF | 58.25% | 58.25% |
04/07/2024 | 2.88% | 0.52 CHF | 0.54 CHF | 99,282 | 50,000 | 98,807 | 50,000 | 51,445 CHF | 26,795 CHF | 61.79% | 61.79% |
03/07/2024 | 3.15% | 0.48 CHF | 0.49 CHF | 102,496 | 50,000 | 106,571 | 50,000 | 46,970 CHF | 22,770 CHF | 99.73% | 99.73% |
02/07/2024 | 3.87% | 0.36 CHF | 0.38 CHF | 118,777 | 50,000 | 123,641 | 50,000 | 41,633 CHF | 17,514 CHF | 100.00% | 100.00% |