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 | 3.34% | 0.32 CHF | 0.33 CHF | 145,309 | 50,000 | 142,557 | 50,000 | 45,672 CHF | 16,565 CHF | 99.72% | 99.72% |
12/07/2024 | 3.17% | 0.33 CHF | 0.34 CHF | 142,011 | 50,000 | 149,742 | 50,000 | 46,476 CHF | 16,023 CHF | 99.01% | 99.01% |
11/07/2024 | 3.61% | 0.31 CHF | 0.32 CHF | 148,838 | 50,000 | 155,944 | 50,000 | 45,830 CHF | 15,240 CHF | 99.08% | 99.08% |
10/07/2024 | 3.95% | 0.31 CHF | 0.32 CHF | 150,434 | 50,000 | 154,164 | 50,000 | 45,841 CHF | 15,482 CHF | 100.00% | 100.00% |
09/07/2024 | 3.20% | 0.28 CHF | 0.29 CHF | 158,178 | 50,000 | 149,421 | 50,000 | 45,947 CHF | 15,879 CHF | 100.00% | 100.00% |
08/07/2024 | 3.41% | 0.31 CHF | 0.32 CHF | 146,569 | 50,000 | 146,976 | 50,000 | 46,366 CHF | 16,320 CHF | 100.00% | 100.00% |
05/07/2024 | 3.97% | 0.32 CHF | 0.33 CHF | 144,657 | 50,000 | 143,177 | 50,000 | 47,375 CHF | 17,229 CHF | 98.86% | 98.86% |
04/07/2024 | 3.51% | 0.31 CHF | 0.32 CHF | 152,833 | 50,000 | 153,959 | 50,000 | 47,317 CHF | 15,918 CHF | 100.00% | 100.00% |
03/07/2024 | 3.56% | 0.28 CHF | 0.29 CHF | 166,321 | 50,000 | 167,700 | 50,000 | 46,338 CHF | 14,318 CHF | 99.82% | 99.82% |
02/07/2024 | 3.91% | 0.27 CHF | 0.28 CHF | 170,505 | 50,000 | 181,461 | 50,000 | 45,722 CHF | 13,114 CHF | 100.00% | 100.00% |