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 | 4.99% | 0.22 CHF | 0.23 CHF | 173,988 | 50,000 | 173,137 | 50,000 | 41,593 CHF | 12,627 CHF | 98.73% | 98.73% |
12/07/2024 | 5.99% | 0.22 CHF | 0.23 CHF | 173,853 | 50,000 | 174,736 | 50,000 | 35,177 CHF | 10,685 CHF | 99.38% | 99.38% |
11/07/2024 | 4.40% | 0.29 CHF | 0.31 CHF | 170,000 | 50,000 | 171,003 | 50,000 | 50,822 CHF | 15,531 CHF | 8.36% | 8.36% |
10/07/2024 | 5.26% | 0.27 CHF | 0.28 CHF | 173,375 | 50,000 | 173,696 | 50,000 | 43,077 CHF | 13,069 CHF | 100.00% | 100.00% |
09/07/2024 | 4.92% | 0.20 CHF | 0.22 CHF | 175,204 | 50,000 | 173,436 | 50,000 | 44,259 CHF | 13,401 CHF | 100.00% | 100.00% |
08/07/2024 | 5.93% | 0.20 CHF | 0.22 CHF | 175,097 | 50,000 | 173,509 | 50,000 | 41,962 CHF | 12,832 CHF | 99.79% | 99.79% |
05/07/2024 | 3.16% | 0.36 CHF | 0.38 CHF | 140,000 | 50,000 | 136,797 | 50,000 | 51,915 CHF | 19,607 CHF | 99.62% | 99.62% |
04/07/2024 | 2.65% | 0.46 CHF | 0.47 CHF | 110,000 | 50,000 | 114,730 | 50,000 | 52,656 CHF | 23,593 CHF | 100.00% | 100.00% |
03/07/2024 | 2.98% | 0.46 CHF | 0.47 CHF | 110,000 | 50,000 | 116,884 | 50,000 | 51,807 CHF | 22,937 CHF | 99.73% | 99.73% |
02/07/2024 | 3.55% | 0.37 CHF | 0.38 CHF | 140,000 | 50,000 | 142,034 | 50,000 | 51,466 CHF | 18,792 CHF | 99.80% | 99.80% |