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 | 3.53% | 0.50 CHF | 0.51 CHF | 100,000 | 25,000 | 100,285 | 20,014 | 51,833 CHF | 10,690 CHF | 99.32% | 99.32% |
12/07/2024 | 3.70% | 0.51 CHF | 0.52 CHF | 100,000 | 25,000 | 107,832 | 20,014 | 53,711 CHF | 10,352 CHF | 99.65% | 99.65% |
11/07/2024 | 3.84% | 0.47 CHF | 0.48 CHF | 110,000 | 25,000 | 109,054 | 20,018 | 51,955 CHF | 9,944 CHF | 90.73% | 90.73% |
10/07/2024 | 4.54% | 0.43 CHF | 0.44 CHF | 120,000 | 25,000 | 127,853 | 20,015 | 51,554 CHF | 8,478 CHF | 99.59% | 99.59% |
09/07/2024 | 4.45% | 0.37 CHF | 0.38 CHF | 140,000 | 25,000 | 130,412 | 20,015 | 53,009 CHF | 8,465 CHF | 99.63% | 99.63% |
08/07/2024 | 4.30% | 0.42 CHF | 0.43 CHF | 130,000 | 25,000 | 120,177 | 20,014 | 51,316 CHF | 8,901 CHF | 99.65% | 99.65% |
05/07/2024 | 4.52% | 0.42 CHF | 0.43 CHF | 120,000 | 25,000 | 129,472 | 20,029 | 52,496 CHF | 8,479 CHF | 98.32% | 98.32% |
04/07/2024 | 4.46% | 0.43 CHF | 0.44 CHF | 120,000 | 25,000 | 127,962 | 20,021 | 52,544 CHF | 8,589 CHF | 100.00% | 100.00% |
03/07/2024 | 4.40% | 0.40 CHF | 0.41 CHF | 130,000 | 25,000 | 128,202 | 20,029 | 53,074 CHF | 8,663 CHF | 99.65% | 99.65% |
02/07/2024 | 4.16% | 0.41 CHF | 0.42 CHF | 130,000 | 25,000 | 120,084 | 20,012 | 52,845 CHF | 9,154 CHF | 99.66% | 99.66% |