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 | 2.07% | 0.47 CHF | 0.48 CHF | 109,624 | 20,000 | 109,531 | 20,000 | 52,269 CHF | 9,744 CHF | 90.89% | 90.89% |
12/07/2024 | 2.89% | 0.40 CHF | 0.41 CHF | 111,595 | 20,000 | 111,564 | 20,000 | 45,606 CHF | 8,416 CHF | 99.01% | 99.01% |
11/07/2024 | 2.25% | 0.44 CHF | 0.45 CHF | 110,447 | 20,000 | 110,987 | 20,000 | 48,696 CHF | 8,976 CHF | 94.43% | 94.43% |
10/07/2024 | 2.12% | 0.47 CHF | 0.48 CHF | 110,000 | 20,000 | 110,047 | 20,000 | 51,402 CHF | 9,542 CHF | 77.69% | 77.69% |
09/07/2024 | 2.32% | 0.41 CHF | 0.42 CHF | 111,976 | 20,000 | 111,422 | 20,000 | 47,496 CHF | 8,726 CHF | 100.00% | 100.00% |
08/07/2024 | 2.29% | 0.44 CHF | 0.45 CHF | 111,112 | 20,000 | 111,064 | 20,000 | 47,863 CHF | 8,819 CHF | 89.50% | 89.50% |
05/07/2024 | 2.19% | 0.44 CHF | 0.45 CHF | 111,223 | 20,000 | 110,516 | 20,000 | 50,046 CHF | 9,258 CHF | 89.58% | 89.58% |
04/07/2024 | 2.21% | 0.45 CHF | 0.46 CHF | 111,117 | 20,000 | 111,253 | 20,000 | 49,762 CHF | 9,146 CHF | 69.91% | 69.91% |
03/07/2024 | 2.46% | 0.43 CHF | 0.44 CHF | 111,693 | 25,000 | 112,816 | 25,000 | 45,421 CHF | 10,318 CHF | 99.73% | 99.73% |
02/07/2024 | 3.25% | 0.32 CHF | 0.33 CHF | 115,317 | 25,000 | 115,779 | 25,000 | 35,148 CHF | 7,841 CHF | 100.00% | 100.00% |