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 | 4.21% | 0.22 CHF | 0.23 CHF | 181,734 | 50,000 | 177,574 | 50,000 | 41,311 CHF | 12,142 CHF | 98.72% | 98.72% |
12/07/2024 | 4.53% | 0.24 CHF | 0.25 CHF | 176,389 | 50,000 | 189,155 | 50,000 | 40,913 CHF | 11,330 CHF | 99.38% | 99.38% |
11/07/2024 | 4.97% | 0.22 CHF | 0.23 CHF | 191,848 | 75,000 | 203,039 | 75,000 | 39,878 CHF | 15,493 CHF | 99.15% | 99.15% |
10/07/2024 | 5.77% | 0.19 CHF | 0.20 CHF | 212,621 | 75,000 | 225,596 | 75,000 | 38,026 CHF | 13,407 CHF | 100.00% | 100.00% |
09/07/2024 | 4.99% | 0.17 CHF | 0.18 CHF | 218,438 | 75,000 | 204,020 | 75,000 | 39,888 CHF | 15,437 CHF | 100.00% | 100.00% |
08/07/2024 | 4.71% | 0.20 CHF | 0.21 CHF | 200,135 | 50,000 | 198,890 | 50,000 | 41,297 CHF | 10,884 CHF | 100.00% | 100.00% |
05/07/2024 | 3.87% | 0.23 CHF | 0.24 CHF | 193,160 | 50,000 | 177,642 | 50,000 | 45,094 CHF | 13,216 CHF | 99.62% | 99.62% |
04/07/2024 | 4.23% | 0.23 CHF | 0.24 CHF | 193,104 | 50,000 | 190,148 | 50,000 | 44,049 CHF | 12,083 CHF | 100.00% | 100.00% |
03/07/2024 | 4.51% | 0.23 CHF | 0.24 CHF | 189,880 | 75,000 | 201,927 | 75,000 | 43,779 CHF | 17,023 CHF | 99.73% | 99.73% |
02/07/2024 | 5.02% | 0.20 CHF | 0.21 CHF | 208,160 | 50,000 | 216,161 | 50,000 | 41,972 CHF | 10,213 CHF | 100.00% | 100.00% |