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 | 3.49% | 0.39 CHF | 0.40 CHF | 111,984 | 50,000 | 110,656 | 50,000 | 44,787 CHF | 20,959 CHF | 94.83% | 94.83% |
12/07/2024 | 2.36% | 0.44 CHF | 0.45 CHF | 108,592 | 50,000 | 108,577 | 50,000 | 47,586 CHF | 22,437 CHF | 99.01% | 99.01% |
11/07/2024 | 2.93% | 0.40 CHF | 0.42 CHF | 110,669 | 50,000 | 111,495 | 50,000 | 44,624 CHF | 20,607 CHF | 92.55% | 92.55% |
10/07/2024 | 3.00% | 0.37 CHF | 0.38 CHF | 113,510 | 50,000 | 114,760 | 50,000 | 40,398 CHF | 18,139 CHF | 100.00% | 100.00% |
09/07/2024 | 4.11% | 0.37 CHF | 0.38 CHF | 113,527 | 50,000 | 113,275 | 50,000 | 42,173 CHF | 19,399 CHF | 100.00% | 100.00% |
08/07/2024 | 3.28% | 0.36 CHF | 0.38 CHF | 113,879 | 50,000 | 111,053 | 49,819 | 43,628 CHF | 20,226 CHF | 100.00% | 100.00% |
05/07/2024 | 3.23% | 0.38 CHF | 0.40 CHF | 112,576 | 50,000 | 113,605 | 50,000 | 42,209 CHF | 19,192 CHF | 98.87% | 98.87% |
04/07/2024 | 3.61% | 0.35 CHF | 0.36 CHF | 115,568 | 50,000 | 116,379 | 50,000 | 39,106 CHF | 17,418 CHF | 100.00% | 100.00% |
03/07/2024 | 3.60% | 0.34 CHF | 0.35 CHF | 116,291 | 50,000 | 116,289 | 50,000 | 39,770 CHF | 17,728 CHF | 99.73% | 99.73% |
02/07/2024 | 3.84% | 0.33 CHF | 0.35 CHF | 117,122 | 50,000 | 117,147 | 50,000 | 38,943 CHF | 17,274 CHF | 100.00% | 100.00% |