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 | 4.15% | 0.26 CHF | 0.27 CHF | 112,195 | 50,000 | 110,622 | 50,000 | 30,994 CHF | 14,608 CHF | 94.83% | 94.83% |
12/07/2024 | 3.31% | 0.32 CHF | 0.33 CHF | 108,322 | 50,000 | 108,581 | 50,000 | 34,323 CHF | 16,338 CHF | 99.01% | 99.01% |
11/07/2024 | 4.90% | 0.31 CHF | 0.32 CHF | 108,855 | 50,000 | 111,344 | 50,000 | 30,531 CHF | 14,403 CHF | 99.09% | 99.09% |
10/07/2024 | 5.77% | 0.25 CHF | 0.26 CHF | 113,776 | 50,000 | 114,961 | 50,000 | 25,884 CHF | 11,928 CHF | 100.00% | 100.00% |
09/07/2024 | 4.42% | 0.24 CHF | 0.25 CHF | 113,789 | 50,000 | 113,364 | 50,000 | 28,207 CHF | 13,003 CHF | 100.00% | 100.00% |
08/07/2024 | 4.12% | 0.24 CHF | 0.25 CHF | 113,879 | 50,000 | 111,026 | 49,819 | 29,921 CHF | 13,988 CHF | 100.00% | 100.00% |
05/07/2024 | 4.63% | 0.26 CHF | 0.27 CHF | 112,689 | 50,000 | 113,558 | 50,000 | 28,225 CHF | 13,016 CHF | 98.87% | 98.87% |
04/07/2024 | 4.71% | 0.23 CHF | 0.24 CHF | 115,246 | 50,000 | 116,565 | 50,000 | 24,791 CHF | 11,147 CHF | 100.00% | 100.00% |
03/07/2024 | 4.97% | 0.21 CHF | 0.23 CHF | 116,395 | 50,000 | 116,296 | 50,000 | 25,224 CHF | 11,398 CHF | 99.73% | 99.73% |
02/07/2024 | 5.42% | 0.21 CHF | 0.22 CHF | 117,226 | 50,000 | 117,121 | 50,000 | 24,667 CHF | 11,118 CHF | 100.00% | 100.00% |