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 | 2.25% | 0.44 CHF | 0.45 CHF | 109,673 | 20,000 | 109,535 | 20,000 | 48,090 CHF | 8,981 CHF | 93.15% | 93.15% |
12/07/2024 | 2.65% | 0.36 CHF | 0.37 CHF | 111,650 | 20,000 | 111,575 | 20,000 | 41,545 CHF | 7,648 CHF | 99.01% | 99.01% |
11/07/2024 | 2.82% | 0.40 CHF | 0.41 CHF | 110,636 | 20,000 | 110,889 | 20,000 | 44,490 CHF | 8,254 CHF | 99.08% | 99.08% |
10/07/2024 | 2.32% | 0.43 CHF | 0.44 CHF | 110,424 | 20,000 | 110,372 | 20,000 | 47,123 CHF | 8,739 CHF | 100.00% | 100.00% |
09/07/2024 | 2.54% | 0.37 CHF | 0.38 CHF | 111,851 | 20,000 | 111,456 | 20,000 | 43,418 CHF | 7,992 CHF | 100.00% | 100.00% |
08/07/2024 | 2.50% | 0.40 CHF | 0.41 CHF | 111,057 | 20,000 | 110,985 | 20,000 | 43,871 CHF | 8,106 CHF | 98.29% | 98.29% |
05/07/2024 | 2.37% | 0.40 CHF | 0.41 CHF | 111,303 | 20,000 | 110,791 | 20,000 | 46,255 CHF | 8,551 CHF | 93.65% | 93.65% |
04/07/2024 | 2.40% | 0.42 CHF | 0.43 CHF | 110,952 | 20,000 | 111,251 | 20,000 | 45,839 CHF | 8,441 CHF | 100.00% | 100.00% |
03/07/2024 | 2.70% | 0.39 CHF | 0.40 CHF | 111,829 | 25,000 | 112,823 | 25,000 | 41,248 CHF | 9,392 CHF | 99.73% | 99.73% |
02/07/2024 | 3.71% | 0.28 CHF | 0.29 CHF | 115,284 | 25,000 | 115,774 | 25,000 | 30,768 CHF | 6,896 CHF | 99.77% | 99.77% |