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 | 4.62% | 0.28 CHF | 0.29 CHF | 112,055 | 50,000 | 110,644 | 50,000 | 32,661 CHF | 15,459 CHF | 94.82% | 94.82% |
12/07/2024 | 4.15% | 0.33 CHF | 0.34 CHF | 108,802 | 50,000 | 108,618 | 50,000 | 35,658 CHF | 17,112 CHF | 99.01% | 99.01% |
11/07/2024 | 4.02% | 0.29 CHF | 0.31 CHF | 110,669 | 50,000 | 111,495 | 50,000 | 32,360 CHF | 15,107 CHF | 92.55% | 92.55% |
10/07/2024 | 4.48% | 0.26 CHF | 0.27 CHF | 113,594 | 50,000 | 114,752 | 50,000 | 27,773 CHF | 12,658 CHF | 100.00% | 100.00% |
09/07/2024 | 5.78% | 0.26 CHF | 0.27 CHF | 113,527 | 50,000 | 113,275 | 50,000 | 29,712 CHF | 13,899 CHF | 100.00% | 100.00% |
08/07/2024 | 4.41% | 0.26 CHF | 0.27 CHF | 113,540 | 50,000 | 111,038 | 49,819 | 31,580 CHF | 14,810 CHF | 100.00% | 100.00% |
05/07/2024 | 4.67% | 0.28 CHF | 0.29 CHF | 112,576 | 50,000 | 113,602 | 50,000 | 29,770 CHF | 13,735 CHF | 98.87% | 98.87% |
04/07/2024 | 5.02% | 0.24 CHF | 0.25 CHF | 115,729 | 50,000 | 116,383 | 50,000 | 26,386 CHF | 11,918 CHF | 100.00% | 100.00% |
03/07/2024 | 6.06% | 0.23 CHF | 0.24 CHF | 116,327 | 50,000 | 116,313 | 50,000 | 26,984 CHF | 12,326 CHF | 99.73% | 99.73% |
02/07/2024 | 4.77% | 0.22 CHF | 0.24 CHF | 117,122 | 50,000 | 117,131 | 50,000 | 26,297 CHF | 11,774 CHF | 100.00% | 100.00% |