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 | 3.17% | 0.29 CHF | 0.30 CHF | 118,281 | 50,000 | 117,389 | 50,000 | 36,451 CHF | 16,028 CHF | 98.52% | 98.52% |
12/07/2024 | 3.26% | 0.29 CHF | 0.30 CHF | 117,968 | 50,000 | 117,833 | 50,000 | 35,628 CHF | 15,619 CHF | 99.38% | 99.38% |
11/07/2024 | 3.27% | 0.29 CHF | 0.30 CHF | 117,862 | 50,000 | 118,064 | 50,000 | 35,511 CHF | 15,539 CHF | 99.16% | 99.16% |
10/07/2024 | 3.92% | 0.28 CHF | 0.29 CHF | 119,283 | 50,000 | 119,844 | 50,000 | 30,003 CHF | 13,019 CHF | 100.00% | 100.00% |
09/07/2024 | 3.97% | 0.23 CHF | 0.24 CHF | 120,375 | 50,000 | 119,988 | 50,000 | 29,673 CHF | 12,866 CHF | 100.00% | 100.00% |
08/07/2024 | 4.04% | 0.23 CHF | 0.24 CHF | 120,268 | 50,000 | 119,767 | 50,000 | 29,053 CHF | 12,629 CHF | 100.00% | 100.00% |
05/07/2024 | 4.17% | 0.23 CHF | 0.24 CHF | 120,726 | 50,000 | 120,520 | 50,000 | 28,298 CHF | 12,241 CHF | 99.62% | 99.62% |
04/07/2024 | 4.14% | 0.24 CHF | 0.25 CHF | 120,455 | 50,000 | 120,797 | 50,000 | 28,587 CHF | 12,333 CHF | 100.00% | 100.00% |
03/07/2024 | 4.87% | 0.21 CHF | 0.22 CHF | 121,812 | 50,000 | 122,207 | 50,000 | 24,540 CHF | 10,541 CHF | 99.73% | 99.73% |
02/07/2024 | 5.71% | 0.20 CHF | 0.21 CHF | 122,481 | 50,000 | 123,459 | 50,000 | 21,106 CHF | 9,050 CHF | 100.00% | 100.00% |