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 | 3.03% | 0.44 CHF | 0.46 CHF | 105,017 | 50,000 | 105,113 | 50,000 | 46,322 CHF | 22,712 CHF | 98.73% | 98.73% |
12/07/2024 | 5.05% | 0.40 CHF | 0.43 CHF | 25,000 | 25,000 | 40,350 | 29,682 | 16,283 CHF | 12,581 CHF | 91.77% | 91.77% |
11/07/2024 | 4.80% | 0.27 CHF | 0.28 CHF | 112,520 | 50,000 | 115,099 | 50,000 | 26,225 CHF | 11,957 CHF | 99.15% | 99.15% |
10/07/2024 | 4.74% | 0.22 CHF | 0.23 CHF | 115,652 | 50,000 | 116,182 | 50,000 | 24,426 CHF | 11,023 CHF | 100.00% | 100.00% |
09/07/2024 | 4.63% | 0.21 CHF | 0.22 CHF | 115,995 | 50,000 | 115,154 | 50,000 | 26,323 CHF | 11,971 CHF | 100.00% | 100.00% |
08/07/2024 | 4.83% | 0.23 CHF | 0.24 CHF | 114,787 | 50,000 | 115,094 | 50,000 | 26,080 CHF | 11,891 CHF | 100.00% | 100.00% |
05/07/2024 | 4.49% | 0.22 CHF | 0.23 CHF | 115,560 | 50,000 | 114,471 | 50,000 | 28,147 CHF | 12,862 CHF | 99.62% | 99.62% |
04/07/2024 | 4.36% | 0.24 CHF | 0.25 CHF | 115,148 | 50,000 | 115,758 | 50,000 | 26,633 CHF | 12,016 CHF | 100.00% | 100.00% |
03/07/2024 | 6.04% | 0.23 CHF | 0.24 CHF | 115,783 | 50,000 | 116,271 | 50,000 | 25,574 CHF | 11,686 CHF | 99.73% | 99.73% |
02/07/2024 | 5.23% | 0.23 CHF | 0.25 CHF | 115,658 | 50,000 | 115,581 | 50,000 | 27,628 CHF | 12,594 CHF | 100.00% | 100.00% |