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 | 4.20% | 0.31 CHF | 0.32 CHF | 112,055 | 50,000 | 110,644 | 50,000 | 35,981 CHF | 16,959 CHF | 94.82% | 94.82% |
12/07/2024 | 3.81% | 0.36 CHF | 0.37 CHF | 108,802 | 50,000 | 108,618 | 50,000 | 38,917 CHF | 18,612 CHF | 99.01% | 99.01% |
11/07/2024 | 3.65% | 0.32 CHF | 0.34 CHF | 110,669 | 50,000 | 111,495 | 50,000 | 35,705 CHF | 16,607 CHF | 92.55% | 92.55% |
10/07/2024 | 3.73% | 0.29 CHF | 0.30 CHF | 113,594 | 50,000 | 114,757 | 50,000 | 31,301 CHF | 14,158 CHF | 100.00% | 100.00% |
09/07/2024 | 3.55% | 0.29 CHF | 0.30 CHF | 113,527 | 50,000 | 113,119 | 50,000 | 33,620 CHF | 15,399 CHF | 100.00% | 100.00% |
08/07/2024 | 4.00% | 0.29 CHF | 0.30 CHF | 113,540 | 50,000 | 111,038 | 49,819 | 34,911 CHF | 16,304 CHF | 100.00% | 100.00% |
05/07/2024 | 4.20% | 0.31 CHF | 0.32 CHF | 112,576 | 50,000 | 113,602 | 50,000 | 33,178 CHF | 15,235 CHF | 98.87% | 98.87% |
04/07/2024 | 4.91% | 0.27 CHF | 0.28 CHF | 115,729 | 50,000 | 116,404 | 50,000 | 29,882 CHF | 13,481 CHF | 100.00% | 100.00% |
03/07/2024 | 4.42% | 0.26 CHF | 0.27 CHF | 116,327 | 50,000 | 116,287 | 50,000 | 30,764 CHF | 13,826 CHF | 99.73% | 99.73% |
02/07/2024 | 5.20% | 0.25 CHF | 0.27 CHF | 117,044 | 50,000 | 117,059 | 50,000 | 29,792 CHF | 13,404 CHF | 100.00% | 100.00% |