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 | 3.23% | 0.35 CHF | 0.36 CHF | 112,125 | 50,000 | 110,605 | 50,000 | 40,671 CHF | 18,993 CHF | 94.82% | 94.82% |
12/07/2024 | 3.96% | 0.40 CHF | 0.42 CHF | 108,244 | 50,000 | 108,554 | 50,000 | 43,284 CHF | 20,743 CHF | 99.01% | 99.01% |
11/07/2024 | 2.85% | 0.39 CHF | 0.40 CHF | 109,108 | 50,000 | 111,439 | 50,000 | 40,450 CHF | 18,674 CHF | 99.09% | 99.09% |
10/07/2024 | 3.34% | 0.33 CHF | 0.34 CHF | 113,666 | 50,000 | 114,976 | 50,000 | 36,001 CHF | 16,190 CHF | 100.00% | 100.00% |
09/07/2024 | 3.01% | 0.33 CHF | 0.34 CHF | 113,704 | 50,000 | 113,346 | 50,000 | 38,306 CHF | 17,414 CHF | 100.00% | 100.00% |
08/07/2024 | 3.20% | 0.33 CHF | 0.34 CHF | 113,540 | 50,000 | 111,032 | 49,819 | 39,518 CHF | 18,308 CHF | 100.00% | 100.00% |
05/07/2024 | 3.23% | 0.35 CHF | 0.36 CHF | 112,672 | 50,000 | 113,580 | 50,000 | 37,909 CHF | 17,240 CHF | 98.87% | 98.87% |
04/07/2024 | 4.12% | 0.31 CHF | 0.32 CHF | 115,333 | 50,000 | 116,408 | 50,000 | 34,726 CHF | 15,547 CHF | 100.00% | 100.00% |
03/07/2024 | 3.92% | 0.30 CHF | 0.31 CHF | 116,402 | 50,000 | 116,310 | 50,000 | 35,422 CHF | 15,837 CHF | 99.73% | 99.73% |
02/07/2024 | 4.54% | 0.30 CHF | 0.31 CHF | 117,122 | 50,000 | 117,096 | 50,000 | 34,598 CHF | 15,460 CHF | 100.00% | 100.00% |