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 | 4.21% | 0.26 CHF | 0.27 CHF | 167,356 | 50,000 | 164,352 | 50,000 | 42,743 CHF | 13,565 CHF | 99.72% | 99.72% |
12/07/2024 | 3.95% | 0.27 CHF | 0.28 CHF | 163,484 | 50,000 | 172,876 | 50,000 | 43,343 CHF | 13,045 CHF | 99.01% | 99.01% |
11/07/2024 | 4.40% | 0.25 CHF | 0.27 CHF | 171,630 | 50,000 | 180,190 | 50,000 | 42,651 CHF | 12,369 CHF | 99.08% | 99.08% |
10/07/2024 | 4.12% | 0.25 CHF | 0.26 CHF | 174,748 | 50,000 | 178,600 | 50,000 | 43,108 CHF | 12,589 CHF | 100.00% | 100.00% |
09/07/2024 | 4.10% | 0.23 CHF | 0.24 CHF | 179,894 | 50,000 | 172,693 | 50,000 | 42,788 CHF | 12,910 CHF | 100.00% | 100.00% |
08/07/2024 | 4.50% | 0.25 CHF | 0.27 CHF | 170,858 | 50,000 | 170,030 | 50,000 | 43,593 CHF | 13,408 CHF | 100.00% | 100.00% |
05/07/2024 | 3.78% | 0.26 CHF | 0.27 CHF | 165,764 | 50,000 | 163,560 | 50,000 | 44,955 CHF | 14,286 CHF | 98.86% | 98.86% |
04/07/2024 | 3.94% | 0.26 CHF | 0.27 CHF | 175,291 | 50,000 | 176,717 | 50,000 | 43,958 CHF | 12,941 CHF | 100.00% | 100.00% |
03/07/2024 | 4.57% | 0.23 CHF | 0.24 CHF | 192,401 | 50,000 | 193,973 | 50,000 | 43,794 CHF | 11,818 CHF | 99.82% | 99.82% |
02/07/2024 | 4.95% | 0.22 CHF | 0.23 CHF | 199,687 | 50,000 | 210,065 | 50,000 | 42,704 CHF | 10,693 CHF | 100.00% | 100.00% |