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 | 2.33% | 0.44 CHF | 0.45 CHF | 105,622 | 75,000 | 104,656 | 75,000 | 47,149 CHF | 34,584 CHF | 99.40% | 99.40% |
12/07/2024 | 2.51% | 0.46 CHF | 0.47 CHF | 104,998 | 75,000 | 105,256 | 75,000 | 47,786 CHF | 34,918 CHF | 99.01% | 99.01% |
11/07/2024 | 2.61% | 0.45 CHF | 0.47 CHF | 105,053 | 75,000 | 108,543 | 75,000 | 46,841 CHF | 33,231 CHF | 99.09% | 99.09% |
10/07/2024 | 2.56% | 0.44 CHF | 0.45 CHF | 107,424 | 75,000 | 107,126 | 75,000 | 47,562 CHF | 34,164 CHF | 100.00% | 100.00% |
09/07/2024 | 2.61% | 0.45 CHF | 0.47 CHF | 105,757 | 75,000 | 100,979 | 75,000 | 48,696 CHF | 37,145 CHF | 93.15% | 93.15% |
08/07/2024 | 2.37% | 0.47 CHF | 0.49 CHF | 101,096 | 75,000 | 101,921 | 75,000 | 48,241 CHF | 36,350 CHF | 94.83% | 94.83% |
05/07/2024 | 2.31% | 0.46 CHF | 0.47 CHF | 102,453 | 75,000 | 101,100 | 75,000 | 48,019 CHF | 36,469 CHF | 95.32% | 95.32% |
04/07/2024 | 2.65% | 0.44 CHF | 0.45 CHF | 106,670 | 75,000 | 106,019 | 75,000 | 46,257 CHF | 33,610 CHF | 98.08% | 98.08% |
03/07/2024 | 2.50% | 0.41 CHF | 0.42 CHF | 110,823 | 75,000 | 108,682 | 75,000 | 45,551 CHF | 32,237 CHF | 92.43% | 92.43% |
02/07/2024 | 3.94% | 0.27 CHF | 0.29 CHF | 133,837 | 75,000 | 136,567 | 75,000 | 38,022 CHF | 21,725 CHF | 99.79% | 99.79% |