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 | 1.82% | 0.54 CHF | 0.55 CHF | 93,038 | 50,000 | 91,224 | 50,000 | 51,103 CHF | 28,544 CHF | 83.63% | 83.63% |
12/07/2024 | 1.96% | 0.54 CHF | 0.55 CHF | 92,502 | 50,000 | 94,608 | 50,000 | 49,045 CHF | 26,445 CHF | 99.01% | 99.01% |
11/07/2024 | 2.11% | 0.50 CHF | 0.51 CHF | 95,862 | 50,000 | 100,954 | 50,000 | 47,722 CHF | 24,164 CHF | 99.09% | 99.09% |
10/07/2024 | 2.20% | 0.46 CHF | 0.47 CHF | 103,700 | 50,000 | 104,100 | 50,000 | 46,869 CHF | 23,018 CHF | 100.00% | 100.00% |
09/07/2024 | 2.20% | 0.45 CHF | 0.46 CHF | 105,672 | 50,000 | 98,411 | 50,000 | 48,724 CHF | 25,376 CHF | 100.00% | 100.00% |
08/07/2024 | 2.15% | 0.49 CHF | 0.50 CHF | 98,073 | 50,000 | 97,624 | 50,000 | 48,833 CHF | 25,558 CHF | 100.00% | 100.00% |
05/07/2024 | 2.08% | 0.52 CHF | 0.53 CHF | 96,046 | 50,000 | 96,785 | 50,000 | 49,523 CHF | 26,141 CHF | 96.44% | 96.44% |
04/07/2024 | 2.16% | 0.47 CHF | 0.48 CHF | 103,162 | 50,000 | 103,090 | 50,000 | 48,061 CHF | 23,823 CHF | 100.00% | 100.00% |
03/07/2024 | 2.39% | 0.43 CHF | 0.44 CHF | 109,468 | 50,000 | 112,083 | 50,000 | 46,299 CHF | 21,159 CHF | 99.82% | 99.82% |
02/07/2024 | 2.62% | 0.41 CHF | 0.42 CHF | 114,851 | 50,000 | 120,081 | 50,000 | 45,273 CHF | 19,368 CHF | 99.99% | 99.99% |