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 | 2.48% | 0.41 CHF | 0.42 CHF | 112,195 | 50,000 | 110,482 | 50,000 | 47,480 CHF | 22,033 CHF | 94.83% | 94.83% |
12/07/2024 | 2.53% | 0.47 CHF | 0.48 CHF | 108,244 | 50,000 | 108,590 | 50,000 | 50,477 CHF | 23,837 CHF | 99.01% | 99.01% |
11/07/2024 | 3.08% | 0.46 CHF | 0.47 CHF | 108,855 | 50,000 | 111,467 | 50,000 | 47,223 CHF | 21,848 CHF | 99.09% | 99.09% |
10/07/2024 | 3.38% | 0.39 CHF | 0.41 CHF | 113,810 | 50,000 | 114,957 | 50,000 | 43,036 CHF | 19,364 CHF | 100.00% | 100.00% |
09/07/2024 | 2.62% | 0.39 CHF | 0.40 CHF | 113,679 | 50,000 | 113,339 | 50,000 | 45,139 CHF | 20,442 CHF | 100.00% | 100.00% |
08/07/2024 | 2.88% | 0.39 CHF | 0.40 CHF | 113,540 | 50,000 | 111,091 | 49,819 | 46,369 CHF | 21,403 CHF | 100.00% | 100.00% |
05/07/2024 | 3.45% | 0.41 CHF | 0.42 CHF | 112,672 | 50,000 | 113,585 | 50,000 | 44,835 CHF | 20,431 CHF | 98.87% | 98.87% |
04/07/2024 | 3.21% | 0.37 CHF | 0.39 CHF | 115,333 | 50,000 | 116,464 | 50,000 | 42,032 CHF | 18,636 CHF | 100.00% | 100.00% |
03/07/2024 | 2.69% | 0.36 CHF | 0.37 CHF | 116,539 | 50,000 | 116,321 | 50,000 | 42,678 CHF | 18,845 CHF | 99.73% | 99.73% |
02/07/2024 | 3.14% | 0.36 CHF | 0.37 CHF | 117,226 | 50,000 | 117,075 | 50,000 | 42,051 CHF | 18,531 CHF | 100.00% | 100.00% |