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 | 2.66% | 0.37 CHF | 0.38 CHF | 109,673 | 20,000 | 109,535 | 20,000 | 40,633 CHF | 7,619 CHF | 93.14% | 93.14% |
12/07/2024 | 2.25% | 0.45 CHF | 0.46 CHF | 111,595 | 20,000 | 111,502 | 20,000 | 48,976 CHF | 8,984 CHF | 99.01% | 99.01% |
11/07/2024 | 2.95% | 0.41 CHF | 0.43 CHF | 110,636 | 20,000 | 110,926 | 20,000 | 45,496 CHF | 8,447 CHF | 99.08% | 99.08% |
10/07/2024 | 2.57% | 0.38 CHF | 0.39 CHF | 110,316 | 20,000 | 110,392 | 20,000 | 42,383 CHF | 7,878 CHF | 100.00% | 100.00% |
09/07/2024 | 2.32% | 0.45 CHF | 0.46 CHF | 111,976 | 20,000 | 111,417 | 20,000 | 47,512 CHF | 8,728 CHF | 100.00% | 100.00% |
08/07/2024 | 2.35% | 0.42 CHF | 0.43 CHF | 110,970 | 20,000 | 111,011 | 20,000 | 46,700 CHF | 8,613 CHF | 98.29% | 98.29% |
05/07/2024 | 2.46% | 0.42 CHF | 0.43 CHF | 111,396 | 20,000 | 110,807 | 20,000 | 44,462 CHF | 8,224 CHF | 93.65% | 93.65% |
04/07/2024 | 2.43% | 0.40 CHF | 0.41 CHF | 111,024 | 20,000 | 111,193 | 20,000 | 45,157 CHF | 8,322 CHF | 100.00% | 100.00% |
03/07/2024 | 2.19% | 0.43 CHF | 0.44 CHF | 111,829 | 25,000 | 111,380 | 25,000 | 50,442 CHF | 11,577 CHF | 99.73% | 99.73% |
02/07/2024 | 1.80% | 0.53 CHF | 0.54 CHF | 100,000 | 25,000 | 96,052 | 25,000 | 52,914 CHF | 14,041 CHF | 100.00% | 100.00% |