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 | 2.78% | 0.35 CHF | 0.36 CHF | 109,842 | 20,000 | 109,552 | 20,000 | 38,810 CHF | 7,285 CHF | 93.15% | 93.15% |
12/07/2024 | 3.43% | 0.28 CHF | 0.29 CHF | 111,620 | 20,000 | 111,615 | 20,000 | 32,057 CHF | 5,945 CHF | 99.01% | 99.01% |
11/07/2024 | 3.10% | 0.31 CHF | 0.32 CHF | 110,636 | 20,000 | 110,921 | 20,000 | 35,229 CHF | 6,553 CHF | 99.08% | 99.08% |
10/07/2024 | 2.87% | 0.35 CHF | 0.36 CHF | 110,316 | 20,000 | 110,388 | 20,000 | 37,936 CHF | 7,073 CHF | 100.00% | 100.00% |
09/07/2024 | 3.25% | 0.28 CHF | 0.29 CHF | 111,976 | 20,000 | 111,417 | 20,000 | 33,822 CHF | 6,272 CHF | 100.00% | 100.00% |
08/07/2024 | 3.18% | 0.31 CHF | 0.32 CHF | 110,970 | 20,000 | 111,011 | 20,000 | 34,337 CHF | 6,387 CHF | 98.29% | 98.29% |
05/07/2024 | 2.98% | 0.31 CHF | 0.32 CHF | 111,396 | 20,000 | 110,788 | 20,000 | 36,643 CHF | 6,816 CHF | 93.65% | 93.65% |
04/07/2024 | 3.01% | 0.33 CHF | 0.34 CHF | 111,117 | 20,000 | 111,191 | 20,000 | 36,430 CHF | 6,753 CHF | 100.00% | 100.00% |
03/07/2024 | 3.55% | 0.31 CHF | 0.32 CHF | 111,792 | 25,000 | 112,844 | 25,000 | 31,398 CHF | 7,209 CHF | 99.73% | 99.73% |
02/07/2024 | 5.45% | 0.20 CHF | 0.21 CHF | 115,132 | 25,000 | 115,781 | 25,000 | 20,839 CHF | 4,751 CHF | 100.00% | 100.00% |