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 | 3.78% | 0.25 CHF | 0.26 CHF | 151,763 | 50,000 | 150,279 | 50,000 | 39,128 CHF | 13,525 CHF | 99.72% | 99.72% |
12/07/2024 | 3.57% | 0.27 CHF | 0.28 CHF | 149,381 | 50,000 | 149,342 | 50,000 | 41,059 CHF | 14,247 CHF | 99.01% | 99.01% |
11/07/2024 | 3.10% | 0.31 CHF | 0.32 CHF | 146,602 | 50,000 | 146,246 | 50,000 | 46,508 CHF | 16,402 CHF | 99.09% | 99.09% |
10/07/2024 | 3.15% | 0.32 CHF | 0.33 CHF | 146,768 | 50,000 | 146,614 | 50,000 | 45,876 CHF | 16,145 CHF | 100.00% | 100.00% |
09/07/2024 | 3.25% | 0.32 CHF | 0.33 CHF | 146,474 | 50,000 | 147,790 | 50,000 | 44,825 CHF | 15,667 CHF | 100.00% | 100.00% |
08/07/2024 | 2.96% | 0.32 CHF | 0.33 CHF | 145,772 | 50,000 | 144,913 | 50,000 | 48,245 CHF | 17,147 CHF | 100.00% | 100.00% |
05/07/2024 | 2.78% | 0.34 CHF | 0.35 CHF | 144,685 | 50,000 | 141,767 | 50,000 | 50,309 CHF | 18,248 CHF | 85.75% | 85.75% |
04/07/2024 | 2.87% | 0.34 CHF | 0.35 CHF | 144,785 | 50,000 | 145,048 | 50,000 | 49,801 CHF | 17,668 CHF | 100.00% | 100.00% |
03/07/2024 | 2.88% | 0.33 CHF | 0.34 CHF | 146,390 | 50,000 | 145,647 | 50,000 | 49,796 CHF | 17,596 CHF | 100.00% | 100.00% |
02/07/2024 | 3.06% | 0.32 CHF | 0.33 CHF | 147,120 | 50,000 | 147,363 | 50,000 | 47,469 CHF | 16,607 CHF | 100.00% | 100.00% |