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 | 4.17% | 0.42 CHF | 0.43 CHF | 76,370 | 20,000 | 74,228 | 20,000 | 32,844 CHF | 9,230 CHF | 99.72% | 99.72% |
12/07/2024 | 4.00% | 0.48 CHF | 0.50 CHF | 71,904 | 20,000 | 74,933 | 20,000 | 33,233 CHF | 9,239 CHF | 99.01% | 99.01% |
11/07/2024 | 4.38% | 0.44 CHF | 0.46 CHF | 74,962 | 20,000 | 78,638 | 20,000 | 32,148 CHF | 8,551 CHF | 99.00% | 99.00% |
10/07/2024 | 4.70% | 0.38 CHF | 0.40 CHF | 81,329 | 20,000 | 81,325 | 20,000 | 31,416 CHF | 8,099 CHF | 100.00% | 100.00% |
09/07/2024 | 4.96% | 0.37 CHF | 0.38 CHF | 84,075 | 20,000 | 83,988 | 20,000 | 31,012 CHF | 7,763 CHF | 100.00% | 100.00% |
08/07/2024 | 5.18% | 0.36 CHF | 0.38 CHF | 84,901 | 20,000 | 87,481 | 20,000 | 30,338 CHF | 7,310 CHF | 100.00% | 100.00% |
05/07/2024 | 4.96% | 0.32 CHF | 0.34 CHF | 92,016 | 20,000 | 86,934 | 20,000 | 30,902 CHF | 7,481 CHF | 98.98% | 98.98% |
04/07/2024 | 5.17% | 0.35 CHF | 0.36 CHF | 88,484 | 20,000 | 90,177 | 20,000 | 30,424 CHF | 7,108 CHF | 100.00% | 100.00% |
03/07/2024 | 5.05% | 0.32 CHF | 0.33 CHF | 94,283 | 20,000 | 93,960 | 20,000 | 30,149 CHF | 6,751 CHF | 98.25% | 98.25% |
02/07/2024 | 5.64% | 0.34 CHF | 0.36 CHF | 92,174 | 20,000 | 95,937 | 20,000 | 30,401 CHF | 6,711 CHF | 99.90% | 99.90% |