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 | 3.55% | 0.33 CHF | 0.35 CHF | 111,984 | 50,000 | 110,642 | 50,000 | 38,951 CHF | 18,243 CHF | 94.82% | 94.82% |
12/07/2024 | 2.93% | 0.39 CHF | 0.40 CHF | 108,305 | 50,000 | 108,550 | 50,000 | 41,978 CHF | 19,912 CHF | 99.01% | 99.01% |
11/07/2024 | 3.39% | 0.38 CHF | 0.39 CHF | 108,855 | 50,000 | 111,318 | 50,000 | 38,740 CHF | 18,001 CHF | 99.09% | 99.09% |
10/07/2024 | 4.35% | 0.32 CHF | 0.33 CHF | 113,750 | 50,000 | 114,993 | 50,000 | 34,329 CHF | 15,589 CHF | 100.00% | 100.00% |
09/07/2024 | 3.61% | 0.31 CHF | 0.33 CHF | 113,789 | 50,000 | 113,350 | 50,000 | 36,278 CHF | 16,590 CHF | 100.00% | 100.00% |
08/07/2024 | 3.31% | 0.31 CHF | 0.32 CHF | 113,879 | 50,000 | 111,036 | 49,819 | 37,705 CHF | 17,485 CHF | 100.00% | 100.00% |
05/07/2024 | 3.39% | 0.33 CHF | 0.34 CHF | 112,664 | 50,000 | 113,600 | 50,000 | 36,349 CHF | 16,556 CHF | 98.87% | 98.87% |
04/07/2024 | 4.23% | 0.30 CHF | 0.31 CHF | 115,407 | 50,000 | 116,406 | 50,000 | 32,912 CHF | 14,751 CHF | 100.00% | 100.00% |
03/07/2024 | 3.67% | 0.29 CHF | 0.30 CHF | 116,395 | 50,000 | 116,355 | 50,000 | 33,504 CHF | 14,935 CHF | 99.73% | 99.73% |
02/07/2024 | 3.68% | 0.28 CHF | 0.29 CHF | 117,503 | 50,000 | 117,176 | 50,000 | 33,019 CHF | 14,619 CHF | 100.00% | 100.00% |