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 | 5.13% | 0.25 CHF | 0.27 CHF | 111,984 | 50,000 | 110,613 | 50,000 | 29,925 CHF | 14,243 CHF | 94.82% | 94.82% |
12/07/2024 | 3.68% | 0.31 CHF | 0.32 CHF | 108,305 | 50,000 | 108,550 | 50,000 | 33,294 CHF | 15,912 CHF | 99.01% | 99.01% |
11/07/2024 | 4.38% | 0.30 CHF | 0.31 CHF | 108,855 | 50,000 | 111,318 | 50,000 | 29,835 CHF | 14,001 CHF | 99.09% | 99.09% |
10/07/2024 | 5.91% | 0.24 CHF | 0.25 CHF | 113,750 | 50,000 | 114,993 | 50,000 | 25,129 CHF | 11,589 CHF | 100.00% | 100.00% |
09/07/2024 | 4.79% | 0.23 CHF | 0.25 CHF | 113,789 | 50,000 | 113,350 | 50,000 | 27,210 CHF | 12,590 CHF | 100.00% | 100.00% |
08/07/2024 | 4.31% | 0.23 CHF | 0.24 CHF | 113,879 | 50,000 | 111,035 | 49,819 | 28,822 CHF | 13,500 CHF | 100.00% | 100.00% |
05/07/2024 | 4.38% | 0.25 CHF | 0.26 CHF | 112,664 | 50,000 | 113,661 | 50,000 | 27,309 CHF | 12,556 CHF | 98.87% | 98.87% |
04/07/2024 | 5.78% | 0.22 CHF | 0.23 CHF | 115,481 | 50,000 | 116,413 | 50,000 | 23,619 CHF | 10,751 CHF | 100.00% | 100.00% |
03/07/2024 | 5.04% | 0.21 CHF | 0.22 CHF | 116,395 | 50,000 | 116,355 | 50,000 | 24,196 CHF | 10,935 CHF | 99.73% | 99.73% |
02/07/2024 | 5.11% | 0.20 CHF | 0.21 CHF | 117,503 | 50,000 | 117,176 | 50,000 | 23,645 CHF | 10,619 CHF | 100.00% | 100.00% |