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 | 4.26% | 0.25 CHF | 0.26 CHF | 123,124 | 50,000 | 122,545 | 50,000 | 28,293 CHF | 12,041 CHF | 98.73% | 98.73% |
12/07/2024 | 3.82% | 0.22 CHF | 0.23 CHF | 122,075 | 50,000 | 123,705 | 50,000 | 31,982 CHF | 13,421 CHF | 99.38% | 99.38% |
11/07/2024 | 3.35% | 0.26 CHF | 0.27 CHF | 123,582 | 75,000 | 125,061 | 75,000 | 36,801 CHF | 22,814 CHF | 99.15% | 99.15% |
10/07/2024 | 2.84% | 0.31 CHF | 0.32 CHF | 125,804 | 75,000 | 127,026 | 75,000 | 44,107 CHF | 26,789 CHF | 100.00% | 100.00% |
09/07/2024 | 3.26% | 0.34 CHF | 0.35 CHF | 126,690 | 75,000 | 125,383 | 75,000 | 37,956 CHF | 23,448 CHF | 100.00% | 100.00% |
08/07/2024 | 3.43% | 0.30 CHF | 0.31 CHF | 125,104 | 50,000 | 124,565 | 50,000 | 35,769 CHF | 14,857 CHF | 100.00% | 100.00% |
05/07/2024 | 4.50% | 0.26 CHF | 0.27 CHF | 123,834 | 50,000 | 122,612 | 50,000 | 26,875 CHF | 11,453 CHF | 99.26% | 99.26% |
04/07/2024 | 3.84% | 0.25 CHF | 0.26 CHF | 124,011 | 50,000 | 124,115 | 50,000 | 31,709 CHF | 13,274 CHF | 100.00% | 100.00% |
03/07/2024 | 3.51% | 0.25 CHF | 0.26 CHF | 124,093 | 75,000 | 125,359 | 75,000 | 35,169 CHF | 21,786 CHF | 99.73% | 99.73% |
02/07/2024 | 3.07% | 0.31 CHF | 0.32 CHF | 126,498 | 50,000 | 126,918 | 50,000 | 40,723 CHF | 16,542 CHF | 100.00% | 100.00% |