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 | 4.81% | 0.30 CHF | 0.31 CHF | 112,055 | 50,000 | 110,644 | 50,000 | 31,083 CHF | 14,734 CHF | 94.82% | 94.82% |
12/07/2024 | 4.10% | 0.25 CHF | 0.26 CHF | 108,592 | 50,000 | 108,577 | 50,000 | 27,282 CHF | 13,088 CHF | 99.01% | 99.01% |
11/07/2024 | 4.04% | 0.28 CHF | 0.30 CHF | 110,669 | 50,000 | 111,495 | 50,000 | 32,097 CHF | 14,988 CHF | 92.55% | 92.55% |
10/07/2024 | 3.25% | 0.32 CHF | 0.33 CHF | 113,594 | 50,000 | 114,752 | 50,000 | 38,657 CHF | 17,398 CHF | 100.00% | 100.00% |
09/07/2024 | 4.91% | 0.32 CHF | 0.33 CHF | 113,527 | 50,000 | 113,275 | 50,000 | 35,346 CHF | 16,384 CHF | 100.00% | 100.00% |
08/07/2024 | 4.50% | 0.32 CHF | 0.34 CHF | 113,879 | 50,000 | 111,137 | 49,819 | 32,849 CHF | 15,397 CHF | 100.00% | 100.00% |
05/07/2024 | 3.42% | 0.30 CHF | 0.32 CHF | 112,576 | 50,000 | 113,648 | 50,000 | 36,133 CHF | 16,444 CHF | 98.87% | 98.87% |
04/07/2024 | 2.98% | 0.34 CHF | 0.35 CHF | 115,568 | 50,000 | 116,356 | 50,000 | 41,107 CHF | 18,197 CHF | 100.00% | 100.00% |
03/07/2024 | 3.75% | 0.35 CHF | 0.36 CHF | 116,457 | 50,000 | 116,325 | 50,000 | 40,482 CHF | 18,065 CHF | 99.73% | 99.73% |
02/07/2024 | 2.78% | 0.36 CHF | 0.37 CHF | 117,111 | 50,000 | 116,951 | 50,000 | 41,819 CHF | 18,382 CHF | 100.00% | 100.00% |