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 | 2.64% | 0.38 CHF | 0.39 CHF | 112,195 | 50,000 | 110,540 | 50,000 | 44,114 CHF | 20,493 CHF | 94.82% | 94.82% |
12/07/2024 | 3.95% | 0.43 CHF | 0.45 CHF | 108,322 | 50,000 | 108,563 | 50,000 | 46,552 CHF | 22,305 CHF | 98.17% | 98.17% |
11/07/2024 | 2.59% | 0.42 CHF | 0.44 CHF | 108,855 | 50,000 | 111,445 | 50,000 | 43,835 CHF | 20,184 CHF | 99.09% | 99.09% |
10/07/2024 | 3.22% | 0.36 CHF | 0.37 CHF | 113,738 | 50,000 | 114,980 | 50,000 | 39,452 CHF | 17,720 CHF | 100.00% | 100.00% |
09/07/2024 | 2.76% | 0.36 CHF | 0.37 CHF | 113,704 | 50,000 | 113,346 | 50,000 | 41,706 CHF | 18,914 CHF | 100.00% | 100.00% |
08/07/2024 | 2.95% | 0.36 CHF | 0.37 CHF | 113,540 | 50,000 | 111,032 | 49,819 | 42,849 CHF | 19,802 CHF | 100.00% | 100.00% |
05/07/2024 | 2.73% | 0.38 CHF | 0.39 CHF | 112,672 | 50,000 | 113,579 | 50,000 | 41,413 CHF | 18,740 CHF | 98.87% | 98.87% |
04/07/2024 | 3.37% | 0.34 CHF | 0.35 CHF | 115,333 | 50,000 | 116,391 | 50,000 | 38,361 CHF | 17,047 CHF | 100.00% | 100.00% |
03/07/2024 | 2.99% | 0.33 CHF | 0.34 CHF | 116,402 | 50,000 | 116,322 | 50,000 | 39,144 CHF | 17,337 CHF | 99.73% | 99.73% |
02/07/2024 | 4.13% | 0.33 CHF | 0.34 CHF | 117,122 | 50,000 | 117,096 | 50,000 | 38,111 CHF | 16,960 CHF | 100.00% | 100.00% |