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 | 3.31% | 0.29 CHF | 0.30 CHF | 109,624 | 20,000 | 109,537 | 20,000 | 32,548 CHF | 6,143 CHF | 93.14% | 93.14% |
12/07/2024 | 4.25% | 0.22 CHF | 0.23 CHF | 111,595 | 20,000 | 111,543 | 20,000 | 25,739 CHF | 4,816 CHF | 99.01% | 99.01% |
11/07/2024 | 3.78% | 0.26 CHF | 0.27 CHF | 110,447 | 20,000 | 110,938 | 20,000 | 28,828 CHF | 5,398 CHF | 99.08% | 99.08% |
10/07/2024 | 3.44% | 0.29 CHF | 0.30 CHF | 110,316 | 20,000 | 110,392 | 20,000 | 31,580 CHF | 5,922 CHF | 100.00% | 100.00% |
09/07/2024 | 3.96% | 0.23 CHF | 0.24 CHF | 111,851 | 20,000 | 111,447 | 20,000 | 27,622 CHF | 5,158 CHF | 100.00% | 100.00% |
08/07/2024 | 3.88% | 0.26 CHF | 0.27 CHF | 111,112 | 20,000 | 111,013 | 20,000 | 28,088 CHF | 5,261 CHF | 98.29% | 98.29% |
05/07/2024 | 3.57% | 0.26 CHF | 0.27 CHF | 111,303 | 20,000 | 110,787 | 20,000 | 30,578 CHF | 5,721 CHF | 93.65% | 93.65% |
04/07/2024 | 3.63% | 0.27 CHF | 0.28 CHF | 110,994 | 20,000 | 111,222 | 20,000 | 30,054 CHF | 5,604 CHF | 100.00% | 100.00% |
03/07/2024 | 4.42% | 0.25 CHF | 0.26 CHF | 111,693 | 25,000 | 112,816 | 25,000 | 25,114 CHF | 5,818 CHF | 99.73% | 99.73% |
02/07/2024 | 7.87% | 0.14 CHF | 0.15 CHF | 115,444 | 25,000 | 115,777 | 25,000 | 14,367 CHF | 3,354 CHF | 100.00% | 100.00% |