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 | 3.09% | 0.30 CHF | 0.31 CHF | 146,910 | 25,000 | 142,245 | 25,000 | 45,351 CHF | 8,226 CHF | 96.98% | 96.98% |
12/07/2024 | 3.31% | 0.32 CHF | 0.33 CHF | 143,848 | 25,000 | 151,000 | 25,000 | 44,909 CHF | 7,694 CHF | 98.76% | 98.76% |
11/07/2024 | 3.34% | 0.31 CHF | 0.32 CHF | 144,028 | 25,000 | 152,056 | 25,000 | 44,750 CHF | 7,610 CHF | 99.08% | 99.08% |
10/07/2024 | 3.40% | 0.30 CHF | 0.31 CHF | 153,993 | 25,000 | 156,323 | 25,000 | 45,233 CHF | 7,484 CHF | 100.00% | 100.00% |
09/07/2024 | 3.43% | 0.27 CHF | 0.28 CHF | 159,303 | 25,000 | 153,684 | 25,000 | 44,100 CHF | 7,426 CHF | 100.00% | 100.00% |
08/07/2024 | 3.55% | 0.27 CHF | 0.28 CHF | 163,675 | 25,000 | 157,911 | 25,000 | 43,701 CHF | 7,174 CHF | 100.00% | 100.00% |
05/07/2024 | 3.14% | 0.30 CHF | 0.31 CHF | 148,429 | 25,000 | 146,391 | 25,000 | 45,968 CHF | 8,101 CHF | 98.87% | 98.87% |
04/07/2024 | 3.29% | 0.33 CHF | 0.34 CHF | 145,334 | 25,000 | 150,718 | 25,000 | 45,135 CHF | 7,741 CHF | 100.00% | 100.00% |
03/07/2024 | 3.28% | 0.33 CHF | 0.34 CHF | 143,874 | 25,000 | 152,498 | 25,000 | 45,786 CHF | 7,765 CHF | 99.73% | 99.73% |
02/07/2024 | 3.37% | 0.28 CHF | 0.29 CHF | 158,583 | 25,000 | 156,703 | 25,000 | 45,742 CHF | 7,549 CHF | 100.00% | 100.00% |