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 | 2.87% | 0.37 CHF | 0.38 CHF | 100,050 | 50,000 | 98,093 | 50,000 | 37,564 CHF | 19,716 CHF | 98.72% | 98.72% |
12/07/2024 | 3.33% | 0.39 CHF | 0.40 CHF | 97,946 | 50,000 | 100,986 | 50,000 | 37,281 CHF | 19,091 CHF | 99.38% | 99.38% |
11/07/2024 | 3.14% | 0.36 CHF | 0.37 CHF | 101,400 | 50,000 | 101,218 | 50,000 | 36,810 CHF | 18,766 CHF | 99.16% | 99.16% |
10/07/2024 | 2.94% | 0.37 CHF | 0.38 CHF | 101,290 | 50,000 | 99,266 | 50,000 | 37,314 CHF | 19,366 CHF | 100.00% | 100.00% |
09/07/2024 | 2.86% | 0.38 CHF | 0.39 CHF | 98,748 | 50,000 | 96,741 | 50,000 | 38,667 CHF | 20,571 CHF | 100.00% | 100.00% |
08/07/2024 | 3.29% | 0.37 CHF | 0.38 CHF | 101,905 | 50,000 | 102,141 | 50,000 | 37,337 CHF | 18,892 CHF | 100.00% | 100.00% |
05/07/2024 | 3.26% | 0.37 CHF | 0.38 CHF | 102,260 | 50,000 | 94,332 | 47,893 | 35,052 CHF | 18,356 CHF | 99.62% | 99.62% |
04/07/2024 | 3.30% | 0.31 CHF | 0.32 CHF | 114,126 | 50,000 | 115,233 | 50,000 | 35,368 CHF | 15,866 CHF | 100.00% | 100.00% |
03/07/2024 | 3.29% | 0.31 CHF | 0.33 CHF | 114,172 | 50,000 | 112,032 | 50,000 | 36,129 CHF | 16,672 CHF | 99.73% | 99.73% |
02/07/2024 | 3.40% | 0.32 CHF | 0.33 CHF | 115,333 | 50,000 | 115,429 | 50,000 | 35,947 CHF | 16,112 CHF | 100.00% | 100.00% |