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 | 3.88% | 0.26 CHF | 0.27 CHF | 109,624 | 20,000 | 109,537 | 20,000 | 27,697 CHF | 5,257 CHF | 93.14% | 93.14% |
12/07/2024 | 3.05% | 0.33 CHF | 0.34 CHF | 111,620 | 20,000 | 111,615 | 20,000 | 36,028 CHF | 6,655 CHF | 99.01% | 99.01% |
11/07/2024 | 3.33% | 0.30 CHF | 0.31 CHF | 110,636 | 20,000 | 110,916 | 20,000 | 32,762 CHF | 6,107 CHF | 99.08% | 99.08% |
10/07/2024 | 3.65% | 0.26 CHF | 0.27 CHF | 110,412 | 20,000 | 110,388 | 20,000 | 29,698 CHF | 5,580 CHF | 100.00% | 100.00% |
09/07/2024 | 3.20% | 0.33 CHF | 0.34 CHF | 111,976 | 20,000 | 111,435 | 20,000 | 34,321 CHF | 6,359 CHF | 100.00% | 100.00% |
08/07/2024 | 3.90% | 0.30 CHF | 0.31 CHF | 111,057 | 20,000 | 111,012 | 20,000 | 33,604 CHF | 6,294 CHF | 98.29% | 98.29% |
05/07/2024 | 3.47% | 0.30 CHF | 0.31 CHF | 111,303 | 20,000 | 110,787 | 20,000 | 31,463 CHF | 5,879 CHF | 93.65% | 93.65% |
04/07/2024 | 3.39% | 0.29 CHF | 0.30 CHF | 110,994 | 20,000 | 111,222 | 20,000 | 32,230 CHF | 5,996 CHF | 100.00% | 100.00% |
03/07/2024 | 2.95% | 0.31 CHF | 0.32 CHF | 111,829 | 25,000 | 112,823 | 25,000 | 37,728 CHF | 8,608 CHF | 99.73% | 99.73% |
02/07/2024 | 2.28% | 0.42 CHF | 0.43 CHF | 115,284 | 25,000 | 114,768 | 25,000 | 49,860 CHF | 11,116 CHF | 100.00% | 100.00% |