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 | 3.62% | 0.39 CHF | 0.40 CHF | 125,322 | 50,000 | 125,145 | 50,000 | 48,955 CHF | 20,283 CHF | 99.73% | 99.73% |
12/07/2024 | 2.86% | 0.41 CHF | 0.42 CHF | 123,196 | 50,000 | 129,625 | 50,000 | 49,167 CHF | 19,519 CHF | 99.01% | 99.01% |
11/07/2024 | 3.17% | 0.38 CHF | 0.39 CHF | 130,055 | 50,000 | 134,860 | 50,000 | 48,794 CHF | 18,676 CHF | 99.08% | 99.08% |
10/07/2024 | 3.23% | 0.38 CHF | 0.39 CHF | 130,477 | 50,000 | 134,107 | 50,000 | 48,894 CHF | 18,842 CHF | 100.00% | 100.00% |
09/07/2024 | 2.76% | 0.34 CHF | 0.36 CHF | 138,933 | 50,000 | 130,783 | 50,000 | 49,295 CHF | 19,377 CHF | 100.00% | 100.00% |
08/07/2024 | 2.81% | 0.38 CHF | 0.39 CHF | 129,677 | 50,000 | 128,873 | 50,000 | 49,580 CHF | 19,786 CHF | 92.22% | 92.22% |
05/07/2024 | 3.21% | 0.39 CHF | 0.40 CHF | 127,356 | 50,000 | 125,469 | 50,000 | 50,228 CHF | 20,691 CHF | 97.69% | 97.69% |
04/07/2024 | 2.67% | 0.38 CHF | 0.39 CHF | 133,697 | 50,000 | 134,419 | 50,000 | 49,695 CHF | 18,988 CHF | 98.51% | 98.51% |
03/07/2024 | 3.64% | 0.34 CHF | 0.35 CHF | 144,883 | 50,000 | 145,710 | 50,000 | 49,007 CHF | 17,441 CHF | 99.82% | 99.82% |
02/07/2024 | 3.27% | 0.33 CHF | 0.34 CHF | 148,340 | 50,000 | 155,669 | 50,000 | 48,290 CHF | 16,043 CHF | 100.00% | 100.00% |