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 | 4.60% | 0.21 CHF | 0.22 CHF | 151,012 | 50,000 | 150,208 | 50,000 | 32,038 CHF | 11,172 CHF | 99.71% | 99.71% |
12/07/2024 | 4.26% | 0.22 CHF | 0.23 CHF | 149,531 | 50,000 | 149,402 | 50,000 | 34,293 CHF | 11,977 CHF | 99.01% | 99.01% |
11/07/2024 | 3.63% | 0.26 CHF | 0.27 CHF | 146,940 | 50,000 | 146,073 | 50,000 | 39,560 CHF | 14,042 CHF | 99.08% | 99.08% |
10/07/2024 | 3.71% | 0.27 CHF | 0.28 CHF | 147,121 | 50,000 | 146,863 | 50,000 | 38,868 CHF | 13,733 CHF | 100.00% | 100.00% |
09/07/2024 | 3.82% | 0.27 CHF | 0.28 CHF | 146,237 | 50,000 | 147,498 | 50,000 | 37,871 CHF | 13,339 CHF | 100.00% | 100.00% |
08/07/2024 | 3.43% | 0.27 CHF | 0.28 CHF | 146,107 | 50,000 | 144,856 | 50,000 | 41,460 CHF | 14,812 CHF | 100.00% | 100.00% |
05/07/2024 | 3.22% | 0.29 CHF | 0.30 CHF | 144,667 | 50,000 | 143,671 | 50,000 | 43,978 CHF | 15,806 CHF | 98.98% | 98.98% |
04/07/2024 | 3.34% | 0.30 CHF | 0.31 CHF | 144,817 | 50,000 | 145,158 | 50,000 | 42,783 CHF | 15,238 CHF | 100.00% | 100.00% |
03/07/2024 | 3.34% | 0.28 CHF | 0.29 CHF | 146,483 | 50,000 | 145,678 | 50,000 | 42,861 CHF | 15,212 CHF | 100.00% | 100.00% |
02/07/2024 | 3.55% | 0.27 CHF | 0.28 CHF | 147,360 | 50,000 | 147,155 | 50,000 | 40,745 CHF | 14,345 CHF | 100.00% | 100.00% |