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 | 4.58% | 0.59 CHF | 0.62 CHF | 68,852 | 20,000 | 67,516 | 20,000 | 41,543 CHF | 12,885 CHF | 99.72% | 99.72% |
12/07/2024 | 4.58% | 0.65 CHF | 0.68 CHF | 65,943 | 20,000 | 68,008 | 20,000 | 41,846 CHF | 12,888 CHF | 99.01% | 99.01% |
11/07/2024 | 3.50% | 0.61 CHF | 0.64 CHF | 67,998 | 20,000 | 70,343 | 20,000 | 40,608 CHF | 11,966 CHF | 99.08% | 99.08% |
10/07/2024 | 3.04% | 0.55 CHF | 0.57 CHF | 72,580 | 20,000 | 72,236 | 20,000 | 39,807 CHF | 11,362 CHF | 100.00% | 100.00% |
09/07/2024 | 3.32% | 0.53 CHF | 0.54 CHF | 73,992 | 20,000 | 73,900 | 20,000 | 39,234 CHF | 10,978 CHF | 100.00% | 100.00% |
08/07/2024 | 3.60% | 0.52 CHF | 0.54 CHF | 74,511 | 20,000 | 75,950 | 20,000 | 38,312 CHF | 10,463 CHF | 100.00% | 100.00% |
05/07/2024 | 3.26% | 0.47 CHF | 0.49 CHF | 78,997 | 20,000 | 75,847 | 20,000 | 38,949 CHF | 10,620 CHF | 98.98% | 98.98% |
04/07/2024 | 3.34% | 0.50 CHF | 0.52 CHF | 76,920 | 20,000 | 78,127 | 20,000 | 38,472 CHF | 10,185 CHF | 100.00% | 100.00% |
03/07/2024 | 3.46% | 0.47 CHF | 0.48 CHF | 80,662 | 20,000 | 80,557 | 20,000 | 37,928 CHF | 9,749 CHF | 98.25% | 98.25% |
02/07/2024 | 3.66% | 0.50 CHF | 0.51 CHF | 79,390 | 20,000 | 82,026 | 20,000 | 38,266 CHF | 9,683 CHF | 99.90% | 99.90% |