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 | 5.29% | 0.40 CHF | 0.42 CHF | 82,103 | 50,000 | 81,131 | 50,000 | 32,297 CHF | 20,989 CHF | 95.72% | 95.72% |
12/07/2024 | 6.01% | 0.42 CHF | 0.44 CHF | 80,295 | 50,000 | 83,979 | 50,000 | 31,877 CHF | 20,170 CHF | 95.76% | 95.76% |
11/07/2024 | 3.06% | 0.39 CHF | 0.41 CHF | 84,856 | 50,000 | 89,184 | 50,000 | 31,242 CHF | 18,071 CHF | 94.94% | 94.94% |
10/07/2024 | 3.58% | 0.37 CHF | 0.39 CHF | 85,196 | 50,000 | 88,666 | 50,000 | 31,675 CHF | 18,549 CHF | 84.45% | 84.45% |
09/07/2024 | 3.56% | 0.32 CHF | 0.33 CHF | 92,967 | 50,000 | 86,926 | 50,000 | 32,492 CHF | 19,386 CHF | 97.08% | 97.08% |
08/07/2024 | 5.23% | 0.39 CHF | 0.41 CHF | 84,500 | 50,000 | 84,791 | 50,000 | 32,829 CHF | 20,402 CHF | 84.32% | 84.32% |
05/07/2024 | 4.59% | 0.39 CHF | 0.41 CHF | 83,591 | 50,000 | 83,551 | 50,000 | 34,563 CHF | 21,695 CHF | 67.01% | 67.01% |
04/07/2024 | 4.22% | 0.36 CHF | 0.37 CHF | 89,198 | 50,000 | 89,905 | 50,000 | 31,638 CHF | 18,355 CHF | 89.88% | 89.88% |
03/07/2024 | 3.22% | 0.31 CHF | 0.32 CHF | 97,729 | 50,000 | 99,596 | 50,000 | 30,546 CHF | 15,846 CHF | 43.99% | 43.99% |
02/07/2024 | 3.76% | 0.29 CHF | 0.30 CHF | 102,879 | 50,000 | 109,486 | 50,000 | 28,702 CHF | 13,649 CHF | 100.00% | 100.00% |