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 | 4.20% | 0.45 CHF | 0.47 CHF | 120,000 | 50,000 | 103,240 | 50,000 | 51,635 CHF | 26,140 CHF | 98.51% | 98.51% |
12/07/2024 | 4.16% | 0.52 CHF | 0.54 CHF | 100,000 | 50,000 | 104,342 | 50,000 | 52,114 CHF | 26,063 CHF | 94.00% | 94.00% |
11/07/2024 | 4.18% | 0.51 CHF | 0.53 CHF | 100,000 | 50,000 | 100,001 | 50,000 | 51,145 CHF | 26,663 CHF | 84.97% | 84.97% |
10/07/2024 | 4.51% | 0.49 CHF | 0.52 CHF | 110,000 | 50,000 | 108,561 | 50,000 | 52,465 CHF | 25,292 CHF | 90.92% | 90.92% |
09/07/2024 | 3.99% | 0.52 CHF | 0.54 CHF | 100,000 | 50,000 | 100,171 | 50,000 | 52,753 CHF | 27,407 CHF | 98.72% | 98.72% |
08/07/2024 | 4.47% | 0.47 CHF | 0.49 CHF | 110,000 | 50,000 | 111,301 | 50,000 | 52,023 CHF | 24,451 CHF | 99.73% | 99.73% |
05/07/2024 | 4.55% | 0.44 CHF | 0.46 CHF | 120,000 | 50,000 | 111,815 | 50,000 | 51,858 CHF | 24,289 CHF | 99.62% | 99.62% |
04/07/2024 | 4.38% | 0.49 CHF | 0.51 CHF | 110,000 | 50,000 | 109,183 | 50,000 | 52,291 CHF | 25,026 CHF | 98.35% | 98.35% |
03/07/2024 | 4.45% | 0.48 CHF | 0.50 CHF | 110,000 | 50,000 | 112,160 | 50,000 | 52,219 CHF | 24,358 CHF | 99.73% | 99.73% |
02/07/2024 | 4.96% | 0.45 CHF | 0.47 CHF | 120,000 | 50,000 | 124,699 | 50,000 | 52,181 CHF | 22,047 CHF | 98.17% | 98.17% |