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 | 4.83% | 0.22 CHF | 0.23 CHF | 112,195 | 50,000 | 110,623 | 50,000 | 26,569 CHF | 12,608 CHF | 94.82% | 94.82% |
12/07/2024 | 3.82% | 0.28 CHF | 0.29 CHF | 108,322 | 50,000 | 108,593 | 50,000 | 29,980 CHF | 14,341 CHF | 98.18% | 98.18% |
11/07/2024 | 5.71% | 0.27 CHF | 0.28 CHF | 108,855 | 50,000 | 111,344 | 50,000 | 26,077 CHF | 12,403 CHF | 99.09% | 99.09% |
10/07/2024 | 6.98% | 0.21 CHF | 0.22 CHF | 113,776 | 50,000 | 114,961 | 50,000 | 21,286 CHF | 9,928 CHF | 100.00% | 100.00% |
09/07/2024 | 5.48% | 0.20 CHF | 0.21 CHF | 113,789 | 50,000 | 113,365 | 50,000 | 23,620 CHF | 11,003 CHF | 100.00% | 100.00% |
08/07/2024 | 5.27% | 0.20 CHF | 0.21 CHF | 113,612 | 50,000 | 111,098 | 49,819 | 25,264 CHF | 11,941 CHF | 100.00% | 100.00% |
05/07/2024 | 5.51% | 0.22 CHF | 0.23 CHF | 112,689 | 50,000 | 113,558 | 50,000 | 23,682 CHF | 11,016 CHF | 98.87% | 98.87% |
04/07/2024 | 5.68% | 0.19 CHF | 0.20 CHF | 115,246 | 50,000 | 116,551 | 50,000 | 20,126 CHF | 9,139 CHF | 100.00% | 100.00% |
03/07/2024 | 6.07% | 0.17 CHF | 0.19 CHF | 116,395 | 50,000 | 116,287 | 50,000 | 20,571 CHF | 9,397 CHF | 99.73% | 99.73% |
02/07/2024 | 6.34% | 0.17 CHF | 0.18 CHF | 117,226 | 50,000 | 117,124 | 50,000 | 19,983 CHF | 9,091 CHF | 100.00% | 100.00% |