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 | 3.43% | 0.42 CHF | 0.43 CHF | 84,020 | 50,000 | 83,465 | 50,000 | 31,891 CHF | 19,762 CHF | 98.61% | 98.61% |
12/07/2024 | 2.65% | 0.43 CHF | 0.45 CHF | 84,220 | 50,000 | 84,263 | 50,000 | 36,240 CHF | 22,081 CHF | 99.38% | 99.38% |
11/07/2024 | 3.17% | 0.42 CHF | 0.43 CHF | 83,915 | 50,000 | 83,516 | 50,000 | 31,270 CHF | 19,309 CHF | 98.72% | 98.72% |
10/07/2024 | 5.52% | 0.28 CHF | 0.30 CHF | 82,391 | 50,000 | 82,126 | 50,000 | 22,614 CHF | 14,540 CHF | 100.00% | 100.00% |
09/07/2024 | 5.98% | 0.27 CHF | 0.28 CHF | 82,010 | 50,000 | 81,752 | 50,000 | 20,471 CHF | 13,288 CHF | 100.00% | 100.00% |
08/07/2024 | 6.00% | 0.27 CHF | 0.29 CHF | 81,983 | 50,000 | 81,634 | 50,000 | 20,888 CHF | 13,576 CHF | 100.00% | 100.00% |
05/07/2024 | 4.86% | 0.30 CHF | 0.31 CHF | 82,413 | 50,000 | 82,458 | 50,000 | 24,353 CHF | 15,500 CHF | 99.62% | 99.62% |
04/07/2024 | 4.61% | 0.28 CHF | 0.29 CHF | 82,343 | 50,000 | 82,384 | 50,000 | 23,017 CHF | 14,628 CHF | 100.00% | 100.00% |
03/07/2024 | 3.58% | 0.33 CHF | 0.34 CHF | 83,187 | 50,000 | 84,051 | 50,000 | 31,468 CHF | 19,387 CHF | 99.73% | 99.73% |
02/07/2024 | 2.52% | 0.48 CHF | 0.49 CHF | 85,843 | 50,000 | 86,466 | 50,000 | 44,718 CHF | 26,512 CHF | 100.00% | 100.00% |