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 | 2.49% | 0.38 CHF | 0.39 CHF | 118,059 | 50,000 | 117,387 | 50,000 | 46,553 CHF | 20,330 CHF | 98.52% | 98.52% |
12/07/2024 | 2.54% | 0.38 CHF | 0.39 CHF | 117,956 | 50,000 | 117,837 | 50,000 | 45,854 CHF | 19,957 CHF | 99.38% | 99.38% |
11/07/2024 | 2.54% | 0.38 CHF | 0.39 CHF | 117,823 | 50,000 | 118,060 | 50,000 | 45,935 CHF | 19,954 CHF | 99.15% | 99.15% |
10/07/2024 | 2.93% | 0.36 CHF | 0.37 CHF | 119,178 | 50,000 | 119,738 | 50,000 | 40,322 CHF | 17,338 CHF | 100.00% | 100.00% |
09/07/2024 | 2.96% | 0.32 CHF | 0.33 CHF | 120,200 | 50,000 | 119,959 | 50,000 | 39,921 CHF | 17,140 CHF | 100.00% | 100.00% |
08/07/2024 | 2.98% | 0.32 CHF | 0.33 CHF | 120,147 | 50,000 | 119,786 | 50,000 | 39,631 CHF | 17,043 CHF | 100.00% | 100.00% |
05/07/2024 | 3.06% | 0.31 CHF | 0.32 CHF | 120,631 | 50,000 | 120,445 | 50,000 | 38,785 CHF | 16,601 CHF | 99.62% | 99.62% |
04/07/2024 | 3.05% | 0.33 CHF | 0.34 CHF | 120,442 | 50,000 | 120,760 | 50,000 | 38,998 CHF | 16,648 CHF | 100.00% | 100.00% |
03/07/2024 | 3.42% | 0.30 CHF | 0.31 CHF | 121,675 | 50,000 | 122,200 | 50,000 | 35,102 CHF | 14,864 CHF | 99.73% | 99.73% |
02/07/2024 | 3.85% | 0.28 CHF | 0.29 CHF | 122,411 | 50,000 | 123,499 | 50,000 | 31,575 CHF | 13,286 CHF | 100.00% | 100.00% |