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 | 4.48% | 0.53 CHF | 0.56 CHF | 85,206 | 25,000 | 83,070 | 25,000 | 46,817 CHF | 14,742 CHF | 98.73% | 98.73% |
12/07/2024 | 4.94% | 0.55 CHF | 0.58 CHF | 84,728 | 25,000 | 87,864 | 25,000 | 45,686 CHF | 13,667 CHF | 99.38% | 99.38% |
11/07/2024 | 4.61% | 0.56 CHF | 0.58 CHF | 84,143 | 25,000 | 86,705 | 25,000 | 46,416 CHF | 14,017 CHF | 99.15% | 99.15% |
10/07/2024 | 5.53% | 0.50 CHF | 0.53 CHF | 91,035 | 25,000 | 90,179 | 25,000 | 45,173 CHF | 13,236 CHF | 100.00% | 100.00% |
09/07/2024 | 5.49% | 0.49 CHF | 0.51 CHF | 91,735 | 25,000 | 88,388 | 25,000 | 46,353 CHF | 13,853 CHF | 100.00% | 100.00% |
08/07/2024 | 5.00% | 0.53 CHF | 0.55 CHF | 88,553 | 25,000 | 86,266 | 25,000 | 47,594 CHF | 14,511 CHF | 100.00% | 100.00% |
05/07/2024 | 4.92% | 0.58 CHF | 0.61 CHF | 84,372 | 25,000 | 84,288 | 25,000 | 49,659 CHF | 15,474 CHF | 99.62% | 99.62% |
04/07/2024 | 4.35% | 0.62 CHF | 0.65 CHF | 81,928 | 25,000 | 77,844 | 25,000 | 51,641 CHF | 17,366 CHF | 78.46% | 78.46% |
03/07/2024 | 4.42% | 0.68 CHF | 0.71 CHF | 79,401 | 25,000 | 83,040 | 25,000 | 51,717 CHF | 16,318 CHF | 89.39% | 89.39% |
02/07/2024 | 5.63% | 0.46 CHF | 0.48 CHF | 98,518 | 25,000 | 100,009 | 25,000 | 44,909 CHF | 11,879 CHF | 100.00% | 100.00% |