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 | 4.01% | 0.27 CHF | 0.28 CHF | 112,195 | 50,000 | 110,622 | 50,000 | 32,100 CHF | 15,108 CHF | 94.83% | 94.83% |
12/07/2024 | 3.24% | 0.33 CHF | 0.34 CHF | 108,322 | 50,000 | 108,593 | 50,000 | 35,410 CHF | 16,841 CHF | 98.18% | 98.18% |
11/07/2024 | 4.73% | 0.32 CHF | 0.33 CHF | 108,855 | 50,000 | 111,344 | 50,000 | 31,644 CHF | 14,903 CHF | 99.09% | 99.09% |
10/07/2024 | 5.53% | 0.26 CHF | 0.27 CHF | 113,776 | 50,000 | 114,961 | 50,000 | 27,034 CHF | 12,428 CHF | 100.00% | 100.00% |
09/07/2024 | 4.26% | 0.25 CHF | 0.26 CHF | 113,789 | 50,000 | 113,364 | 50,000 | 29,341 CHF | 13,503 CHF | 100.00% | 100.00% |
08/07/2024 | 3.97% | 0.25 CHF | 0.26 CHF | 113,879 | 50,000 | 111,026 | 49,819 | 31,032 CHF | 14,486 CHF | 100.00% | 100.00% |
05/07/2024 | 4.46% | 0.27 CHF | 0.28 CHF | 112,689 | 50,000 | 113,558 | 50,000 | 29,360 CHF | 13,516 CHF | 98.87% | 98.87% |
04/07/2024 | 4.50% | 0.24 CHF | 0.25 CHF | 115,246 | 50,000 | 116,565 | 50,000 | 25,956 CHF | 11,647 CHF | 100.00% | 100.00% |
03/07/2024 | 4.76% | 0.22 CHF | 0.24 CHF | 116,395 | 50,000 | 116,296 | 50,000 | 26,387 CHF | 11,898 CHF | 99.73% | 99.73% |
02/07/2024 | 5.18% | 0.22 CHF | 0.23 CHF | 117,226 | 50,000 | 117,121 | 50,000 | 25,838 CHF | 11,618 CHF | 100.00% | 100.00% |