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 | 6.23% | 0.30 CHF | 0.31 CHF | 154,913 | 50,000 | 154,043 | 50,000 | 44,113 CHF | 15,237 CHF | 98.72% | 98.72% |
12/07/2024 | 6.29% | 0.27 CHF | 0.29 CHF | 152,632 | 50,000 | 153,544 | 50,000 | 42,822 CHF | 14,850 CHF | 99.38% | 99.38% |
11/07/2024 | 5.71% | 0.29 CHF | 0.30 CHF | 154,050 | 50,000 | 156,495 | 50,000 | 48,031 CHF | 16,244 CHF | 99.15% | 99.15% |
10/07/2024 | 5.84% | 0.31 CHF | 0.33 CHF | 157,429 | 50,000 | 157,529 | 50,000 | 49,848 CHF | 16,773 CHF | 100.00% | 100.00% |
09/07/2024 | 5.79% | 0.34 CHF | 0.36 CHF | 150,000 | 50,000 | 157,308 | 50,000 | 49,619 CHF | 16,710 CHF | 100.00% | 100.00% |
08/07/2024 | 5.81% | 0.30 CHF | 0.32 CHF | 155,628 | 50,000 | 155,298 | 50,000 | 46,467 CHF | 15,856 CHF | 100.00% | 100.00% |
05/07/2024 | 5.65% | 0.30 CHF | 0.32 CHF | 155,854 | 50,000 | 155,024 | 50,000 | 45,244 CHF | 15,442 CHF | 99.62% | 99.62% |
04/07/2024 | 5.41% | 0.30 CHF | 0.32 CHF | 156,033 | 50,000 | 155,994 | 50,000 | 46,424 CHF | 15,707 CHF | 100.00% | 100.00% |
03/07/2024 | 4.15% | 0.31 CHF | 0.32 CHF | 156,945 | 50,000 | 158,088 | 50,000 | 50,252 CHF | 16,567 CHF | 99.73% | 99.73% |
02/07/2024 | 4.85% | 0.34 CHF | 0.36 CHF | 150,000 | 50,000 | 155,353 | 50,000 | 51,959 CHF | 17,561 CHF | 100.00% | 100.00% |