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 | 3.50% | 0.29 CHF | 0.30 CHF | 80,248 | 75,000 | 80,140 | 75,000 | 22,469 CHF | 21,778 CHF | 99.70% | 99.70% |
12/07/2024 | 3.98% | 0.28 CHF | 0.29 CHF | 80,053 | 75,000 | 80,232 | 75,000 | 22,570 CHF | 21,954 CHF | 99.01% | 99.01% |
11/07/2024 | 3.85% | 0.28 CHF | 0.29 CHF | 80,065 | 75,000 | 81,058 | 75,000 | 25,104 CHF | 24,133 CHF | 99.09% | 99.09% |
10/07/2024 | 4.53% | 0.30 CHF | 0.31 CHF | 80,948 | 75,000 | 80,807 | 75,000 | 23,821 CHF | 23,133 CHF | 100.00% | 100.00% |
09/07/2024 | 5.97% | 0.28 CHF | 0.30 CHF | 80,502 | 75,000 | 79,465 | 75,000 | 19,007 CHF | 19,020 CHF | 100.00% | 100.00% |
08/07/2024 | 4.66% | 0.24 CHF | 0.26 CHF | 79,488 | 75,000 | 79,550 | 75,000 | 19,933 CHF | 19,689 CHF | 100.00% | 100.00% |
05/07/2024 | 3.99% | 0.26 CHF | 0.27 CHF | 79,982 | 75,000 | 79,603 | 75,000 | 19,651 CHF | 19,258 CHF | 96.57% | 96.57% |
04/07/2024 | 3.33% | 0.29 CHF | 0.30 CHF | 80,871 | 75,000 | 80,983 | 75,000 | 23,991 CHF | 22,965 CHF | 100.00% | 100.00% |
03/07/2024 | 3.08% | 0.33 CHF | 0.34 CHF | 81,952 | 75,000 | 81,818 | 75,000 | 26,273 CHF | 24,827 CHF | 100.00% | 100.00% |
02/07/2024 | 1.93% | 0.50 CHF | 0.51 CHF | 86,626 | 75,000 | 86,956 | 75,000 | 44,684 CHF | 39,288 CHF | 100.00% | 100.00% |