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% | 0.39 CHF | 0.40 CHF | 111,984 | 50,000 | 110,650 | 50,000 | 41,193 CHF | 19,257 CHF | 94.82% | 94.82% |
12/07/2024 | 2.91% | 0.34 CHF | 0.35 CHF | 108,592 | 50,000 | 108,594 | 50,000 | 37,108 CHF | 17,588 CHF | 99.01% | 99.01% |
11/07/2024 | 3.37% | 0.35 CHF | 0.36 CHF | 109,108 | 50,000 | 111,294 | 50,000 | 41,960 CHF | 19,499 CHF | 99.09% | 99.09% |
10/07/2024 | 2.48% | 0.41 CHF | 0.42 CHF | 113,510 | 50,000 | 114,760 | 50,000 | 49,031 CHF | 21,898 CHF | 100.00% | 100.00% |
09/07/2024 | 3.77% | 0.41 CHF | 0.42 CHF | 113,527 | 50,000 | 113,304 | 50,000 | 45,637 CHF | 20,910 CHF | 100.00% | 100.00% |
08/07/2024 | 3.47% | 0.41 CHF | 0.43 CHF | 113,879 | 50,000 | 111,138 | 49,819 | 42,852 CHF | 19,881 CHF | 100.00% | 100.00% |
05/07/2024 | 2.67% | 0.39 CHF | 0.41 CHF | 112,576 | 50,000 | 113,648 | 50,000 | 46,361 CHF | 20,944 CHF | 98.87% | 98.87% |
04/07/2024 | 2.62% | 0.43 CHF | 0.44 CHF | 115,568 | 50,000 | 115,179 | 50,000 | 51,037 CHF | 22,749 CHF | 100.00% | 100.00% |
03/07/2024 | 2.99% | 0.44 CHF | 0.45 CHF | 116,457 | 50,000 | 116,325 | 50,000 | 50,951 CHF | 22,565 CHF | 99.73% | 99.73% |
02/07/2024 | 2.21% | 0.45 CHF | 0.46 CHF | 117,061 | 50,000 | 116,908 | 50,000 | 52,334 CHF | 22,882 CHF | 100.00% | 100.00% |