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 | 3.18% | 0.44 CHF | 0.45 CHF | 111,984 | 50,000 | 110,531 | 50,000 | 50,216 CHF | 23,454 CHF | 83.14% | 83.14% |
12/07/2024 | 2.13% | 0.49 CHF | 0.50 CHF | 108,592 | 50,000 | 108,312 | 50,000 | 52,800 CHF | 24,901 CHF | 93.02% | 93.02% |
11/07/2024 | 2.64% | 0.45 CHF | 0.47 CHF | 110,669 | 50,000 | 111,409 | 50,000 | 50,088 CHF | 23,081 CHF | 86.85% | 86.85% |
10/07/2024 | 2.72% | 0.42 CHF | 0.43 CHF | 113,594 | 50,000 | 114,752 | 50,000 | 46,133 CHF | 20,658 CHF | 100.00% | 100.00% |
09/07/2024 | 3.63% | 0.42 CHF | 0.43 CHF | 113,527 | 50,000 | 113,275 | 50,000 | 47,836 CHF | 21,899 CHF | 100.00% | 100.00% |
08/07/2024 | 2.94% | 0.41 CHF | 0.43 CHF | 113,879 | 50,000 | 111,047 | 49,794 | 48,959 CHF | 22,610 CHF | 87.91% | 87.91% |
05/07/2024 | 2.73% | 0.44 CHF | 0.45 CHF | 112,576 | 50,000 | 113,604 | 50,000 | 47,947 CHF | 21,692 CHF | 98.87% | 98.87% |
04/07/2024 | 2.97% | 0.40 CHF | 0.41 CHF | 115,729 | 50,000 | 116,383 | 50,000 | 45,007 CHF | 19,918 CHF | 100.00% | 100.00% |
03/07/2024 | 3.15% | 0.39 CHF | 0.40 CHF | 116,291 | 50,000 | 116,289 | 50,000 | 45,585 CHF | 20,228 CHF | 99.73% | 99.73% |
02/07/2024 | 3.35% | 0.38 CHF | 0.40 CHF | 117,122 | 50,000 | 117,147 | 50,000 | 44,800 CHF | 19,774 CHF | 100.00% | 100.00% |