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 | 3.84% | 0.29 CHF | 0.30 CHF | 112,195 | 50,000 | 110,629 | 50,000 | 34,315 CHF | 16,121 CHF | 94.83% | 94.83% |
12/07/2024 | 3.03% | 0.35 CHF | 0.36 CHF | 108,322 | 50,000 | 108,581 | 50,000 | 37,580 CHF | 17,838 CHF | 99.01% | 99.01% |
11/07/2024 | 4.08% | 0.34 CHF | 0.35 CHF | 108,855 | 50,000 | 111,311 | 50,000 | 34,164 CHF | 15,987 CHF | 99.09% | 99.09% |
10/07/2024 | 5.13% | 0.28 CHF | 0.29 CHF | 113,810 | 50,000 | 114,956 | 50,000 | 29,572 CHF | 13,539 CHF | 100.00% | 100.00% |
09/07/2024 | 4.17% | 0.27 CHF | 0.28 CHF | 113,836 | 50,000 | 113,358 | 50,000 | 31,607 CHF | 14,534 CHF | 100.00% | 100.00% |
08/07/2024 | 3.71% | 0.27 CHF | 0.28 CHF | 113,879 | 50,000 | 111,026 | 49,819 | 33,252 CHF | 15,482 CHF | 100.00% | 100.00% |
05/07/2024 | 3.61% | 0.29 CHF | 0.30 CHF | 112,689 | 50,000 | 113,626 | 50,000 | 31,812 CHF | 14,516 CHF | 98.87% | 98.87% |
04/07/2024 | 4.10% | 0.26 CHF | 0.27 CHF | 115,407 | 50,000 | 116,521 | 50,000 | 28,285 CHF | 12,647 CHF | 100.00% | 100.00% |
03/07/2024 | 4.19% | 0.24 CHF | 0.26 CHF | 116,395 | 50,000 | 116,286 | 50,000 | 28,765 CHF | 12,898 CHF | 99.73% | 99.73% |
02/07/2024 | 4.76% | 0.24 CHF | 0.25 CHF | 117,226 | 50,000 | 117,121 | 50,000 | 28,181 CHF | 12,618 CHF | 100.00% | 100.00% |