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 | 2.70% | 0.36 CHF | 0.37 CHF | 83,953 | 50,000 | 83,461 | 50,000 | 32,877 CHF | 20,238 CHF | 98.61% | 98.61% |
12/07/2024 | 4.10% | 0.34 CHF | 0.36 CHF | 84,269 | 50,000 | 84,267 | 50,000 | 29,354 CHF | 18,147 CHF | 99.38% | 99.38% |
11/07/2024 | 3.11% | 0.36 CHF | 0.38 CHF | 83,924 | 50,000 | 83,514 | 50,000 | 33,889 CHF | 20,939 CHF | 99.00% | 99.00% |
10/07/2024 | 2.83% | 0.50 CHF | 0.51 CHF | 82,391 | 50,000 | 82,126 | 50,000 | 41,444 CHF | 25,960 CHF | 100.00% | 100.00% |
09/07/2024 | 2.73% | 0.51 CHF | 0.53 CHF | 82,010 | 50,000 | 81,752 | 50,000 | 43,295 CHF | 27,212 CHF | 100.00% | 100.00% |
08/07/2024 | 2.01% | 0.51 CHF | 0.52 CHF | 81,983 | 50,000 | 81,638 | 50,000 | 43,083 CHF | 26,924 CHF | 100.00% | 100.00% |
05/07/2024 | 3.30% | 0.49 CHF | 0.50 CHF | 82,460 | 50,000 | 82,449 | 50,000 | 40,262 CHF | 25,236 CHF | 99.62% | 99.62% |
04/07/2024 | 2.57% | 0.51 CHF | 0.52 CHF | 82,343 | 50,000 | 82,384 | 50,000 | 41,803 CHF | 26,032 CHF | 100.00% | 100.00% |
03/07/2024 | 3.24% | 0.46 CHF | 0.47 CHF | 83,187 | 50,000 | 84,051 | 50,000 | 34,636 CHF | 21,290 CHF | 99.73% | 99.73% |
02/07/2024 | 4.77% | 0.31 CHF | 0.32 CHF | 85,843 | 50,000 | 86,466 | 50,000 | 23,318 CHF | 14,145 CHF | 100.00% | 100.00% |