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 | 3.51% | 0.35 CHF | 0.36 CHF | 111,984 | 50,000 | 110,650 | 50,000 | 40,358 CHF | 18,892 CHF | 94.83% | 94.83% |
12/07/2024 | 2.61% | 0.40 CHF | 0.41 CHF | 108,592 | 50,000 | 108,577 | 50,000 | 43,237 CHF | 20,437 CHF | 99.01% | 99.01% |
11/07/2024 | 3.55% | 0.39 CHF | 0.40 CHF | 109,108 | 50,000 | 111,294 | 50,000 | 40,066 CHF | 18,650 CHF | 99.09% | 99.09% |
10/07/2024 | 3.47% | 0.33 CHF | 0.34 CHF | 113,510 | 50,000 | 114,769 | 50,000 | 35,780 CHF | 16,139 CHF | 100.00% | 100.00% |
09/07/2024 | 4.53% | 0.33 CHF | 0.34 CHF | 113,527 | 50,000 | 113,304 | 50,000 | 37,594 CHF | 17,362 CHF | 100.00% | 100.00% |
08/07/2024 | 3.65% | 0.32 CHF | 0.34 CHF | 113,879 | 50,000 | 111,053 | 49,819 | 39,186 CHF | 18,234 CHF | 100.00% | 100.00% |
05/07/2024 | 3.61% | 0.34 CHF | 0.36 CHF | 112,576 | 50,000 | 113,605 | 50,000 | 37,665 CHF | 17,192 CHF | 98.87% | 98.87% |
04/07/2024 | 4.09% | 0.31 CHF | 0.32 CHF | 115,568 | 50,000 | 116,379 | 50,000 | 34,451 CHF | 15,418 CHF | 100.00% | 100.00% |
03/07/2024 | 4.73% | 0.30 CHF | 0.31 CHF | 116,532 | 50,000 | 116,351 | 50,000 | 34,903 CHF | 15,728 CHF | 99.73% | 99.73% |
02/07/2024 | 4.04% | 0.29 CHF | 0.30 CHF | 117,044 | 50,000 | 117,136 | 50,000 | 34,254 CHF | 15,226 CHF | 100.00% | 100.00% |