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 | 3.28% | 0.63 CHF | 0.65 CHF | 62,213 | 50,000 | 61,714 | 50,000 | 39,623 CHF | 33,178 CHF | 99.73% | 99.73% |
12/07/2024 | 3.46% | 0.66 CHF | 0.68 CHF | 61,641 | 50,000 | 62,137 | 50,000 | 39,427 CHF | 32,854 CHF | 99.01% | 99.01% |
11/07/2024 | 3.54% | 0.61 CHF | 0.63 CHF | 63,524 | 50,000 | 64,653 | 50,000 | 38,207 CHF | 30,623 CHF | 99.08% | 99.08% |
10/07/2024 | 4.02% | 0.56 CHF | 0.59 CHF | 64,951 | 50,000 | 67,765 | 50,000 | 36,498 CHF | 28,039 CHF | 100.00% | 100.00% |
09/07/2024 | 4.25% | 0.47 CHF | 0.49 CHF | 71,135 | 50,000 | 70,555 | 50,000 | 34,916 CHF | 25,826 CHF | 97.71% | 97.71% |
08/07/2024 | 4.50% | 0.50 CHF | 0.52 CHF | 70,805 | 50,000 | 69,392 | 50,000 | 36,546 CHF | 27,551 CHF | 83.78% | 83.78% |
05/07/2024 | 3.87% | 0.57 CHF | 0.59 CHF | 67,299 | 50,000 | 65,995 | 50,000 | 38,587 CHF | 30,405 CHF | 98.55% | 98.55% |
04/07/2024 | 3.90% | 0.55 CHF | 0.57 CHF | 69,101 | 50,000 | 68,801 | 50,000 | 37,284 CHF | 28,174 CHF | 87.95% | 87.95% |
03/07/2024 | 3.93% | 0.52 CHF | 0.54 CHF | 70,499 | 50,000 | 70,409 | 50,000 | 36,110 CHF | 26,673 CHF | 98.67% | 98.67% |
02/07/2024 | 4.26% | 0.50 CHF | 0.52 CHF | 72,111 | 50,000 | 72,225 | 50,000 | 35,508 CHF | 25,660 CHF | 73.75% | 73.75% |