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 | 4.06% | 0.24 CHF | 0.25 CHF | 112,195 | 50,000 | 110,482 | 50,000 | 28,698 CHF | 13,533 CHF | 94.82% | 94.82% |
12/07/2024 | 3.96% | 0.30 CHF | 0.31 CHF | 108,244 | 50,000 | 108,590 | 50,000 | 32,017 CHF | 15,337 CHF | 99.01% | 99.01% |
11/07/2024 | 5.09% | 0.29 CHF | 0.30 CHF | 108,855 | 50,000 | 111,467 | 50,000 | 28,273 CHF | 13,348 CHF | 99.09% | 99.09% |
10/07/2024 | 6.10% | 0.22 CHF | 0.24 CHF | 113,810 | 50,000 | 114,957 | 50,000 | 23,493 CHF | 10,864 CHF | 100.00% | 100.00% |
09/07/2024 | 4.53% | 0.22 CHF | 0.23 CHF | 113,679 | 50,000 | 113,339 | 50,000 | 25,871 CHF | 11,942 CHF | 100.00% | 100.00% |
08/07/2024 | 4.85% | 0.22 CHF | 0.23 CHF | 113,612 | 50,000 | 111,098 | 49,819 | 27,486 CHF | 12,938 CHF | 100.00% | 100.00% |
05/07/2024 | 5.11% | 0.24 CHF | 0.25 CHF | 112,672 | 50,000 | 113,511 | 50,000 | 25,893 CHF | 12,002 CHF | 98.87% | 98.87% |
04/07/2024 | 5.38% | 0.21 CHF | 0.22 CHF | 115,246 | 50,000 | 116,509 | 50,000 | 22,380 CHF | 10,136 CHF | 100.00% | 100.00% |
03/07/2024 | 5.18% | 0.19 CHF | 0.20 CHF | 116,395 | 50,000 | 116,279 | 50,000 | 22,895 CHF | 10,368 CHF | 99.73% | 99.73% |
02/07/2024 | 5.28% | 0.19 CHF | 0.20 CHF | 117,226 | 50,000 | 117,032 | 50,000 | 22,272 CHF | 10,031 CHF | 100.00% | 100.00% |