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 | 4.08% | 0.32 CHF | 0.33 CHF | 112,055 | 50,000 | 110,644 | 50,000 | 37,087 CHF | 17,459 CHF | 94.83% | 94.83% |
12/07/2024 | 3.71% | 0.37 CHF | 0.38 CHF | 108,592 | 50,000 | 108,585 | 50,000 | 39,989 CHF | 19,112 CHF | 99.01% | 99.01% |
11/07/2024 | 3.54% | 0.33 CHF | 0.35 CHF | 110,669 | 50,000 | 111,495 | 50,000 | 36,820 CHF | 17,107 CHF | 92.55% | 92.55% |
10/07/2024 | 3.86% | 0.30 CHF | 0.31 CHF | 113,594 | 50,000 | 114,752 | 50,000 | 32,363 CHF | 14,658 CHF | 100.00% | 100.00% |
09/07/2024 | 5.03% | 0.30 CHF | 0.31 CHF | 113,527 | 50,000 | 113,275 | 50,000 | 34,243 CHF | 15,899 CHF | 100.00% | 100.00% |
08/07/2024 | 3.98% | 0.29 CHF | 0.31 CHF | 113,879 | 50,000 | 111,054 | 49,819 | 35,854 CHF | 16,739 CHF | 100.00% | 100.00% |
05/07/2024 | 4.06% | 0.32 CHF | 0.33 CHF | 112,576 | 50,000 | 113,602 | 50,000 | 34,314 CHF | 15,735 CHF | 98.87% | 98.87% |
04/07/2024 | 4.28% | 0.28 CHF | 0.29 CHF | 115,729 | 50,000 | 116,383 | 50,000 | 31,041 CHF | 13,918 CHF | 100.00% | 100.00% |
03/07/2024 | 5.19% | 0.27 CHF | 0.28 CHF | 116,327 | 50,000 | 116,313 | 50,000 | 31,637 CHF | 14,326 CHF | 99.73% | 99.73% |
02/07/2024 | 4.84% | 0.26 CHF | 0.28 CHF | 117,122 | 50,000 | 117,147 | 50,000 | 30,742 CHF | 13,774 CHF | 100.00% | 100.00% |