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 | 2.46% | 0.40 CHF | 0.41 CHF | 109,661 | 20,000 | 109,535 | 20,000 | 44,000 CHF | 8,234 CHF | 93.15% | 93.15% |
12/07/2024 | 2.94% | 0.32 CHF | 0.33 CHF | 111,706 | 20,000 | 111,575 | 20,000 | 37,391 CHF | 6,903 CHF | 99.01% | 99.01% |
11/07/2024 | 2.72% | 0.36 CHF | 0.37 CHF | 110,636 | 20,000 | 110,897 | 20,000 | 40,221 CHF | 7,454 CHF | 99.08% | 99.08% |
10/07/2024 | 2.54% | 0.39 CHF | 0.40 CHF | 110,424 | 20,000 | 110,385 | 20,000 | 42,860 CHF | 7,966 CHF | 100.00% | 100.00% |
09/07/2024 | 2.80% | 0.33 CHF | 0.34 CHF | 111,976 | 20,000 | 111,435 | 20,000 | 39,226 CHF | 7,241 CHF | 100.00% | 100.00% |
08/07/2024 | 2.76% | 0.36 CHF | 0.37 CHF | 110,866 | 20,000 | 111,015 | 20,000 | 39,665 CHF | 7,346 CHF | 98.29% | 98.29% |
05/07/2024 | 2.61% | 0.36 CHF | 0.37 CHF | 111,396 | 20,000 | 110,807 | 20,000 | 41,968 CHF | 7,776 CHF | 93.65% | 93.65% |
04/07/2024 | 2.64% | 0.38 CHF | 0.39 CHF | 111,024 | 20,000 | 111,193 | 20,000 | 41,573 CHF | 7,678 CHF | 100.00% | 100.00% |
03/07/2024 | 3.03% | 0.35 CHF | 0.36 CHF | 111,829 | 25,000 | 112,833 | 25,000 | 36,775 CHF | 8,400 CHF | 99.73% | 99.73% |
02/07/2024 | 4.31% | 0.25 CHF | 0.26 CHF | 115,204 | 25,000 | 115,772 | 25,000 | 26,429 CHF | 5,959 CHF | 100.00% | 100.00% |