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 | 3.66% | 0.25 CHF | 0.26 CHF | 123,124 | 50,000 | 122,545 | 50,000 | 32,979 CHF | 13,959 CHF | 98.73% | 98.73% |
12/07/2024 | 4.06% | 0.28 CHF | 0.29 CHF | 122,158 | 50,000 | 123,645 | 50,000 | 30,020 CHF | 12,644 CHF | 99.38% | 99.38% |
11/07/2024 | 4.71% | 0.24 CHF | 0.25 CHF | 123,411 | 75,000 | 125,066 | 75,000 | 26,010 CHF | 16,354 CHF | 94.13% | 94.13% |
10/07/2024 | 6.20% | 0.20 CHF | 0.21 CHF | 125,850 | 75,000 | 127,000 | 75,000 | 20,010 CHF | 12,571 CHF | 100.00% | 100.00% |
09/07/2024 | 4.83% | 0.17 CHF | 0.18 CHF | 126,422 | 75,000 | 125,361 | 75,000 | 25,497 CHF | 16,010 CHF | 100.00% | 100.00% |
08/07/2024 | 4.42% | 0.21 CHF | 0.22 CHF | 125,017 | 50,000 | 124,551 | 50,000 | 27,566 CHF | 11,567 CHF | 100.00% | 100.00% |
05/07/2024 | 3.42% | 0.25 CHF | 0.26 CHF | 123,762 | 50,000 | 122,552 | 50,000 | 35,457 CHF | 14,973 CHF | 99.62% | 99.62% |
04/07/2024 | 3.88% | 0.26 CHF | 0.27 CHF | 123,898 | 50,000 | 124,180 | 50,000 | 31,431 CHF | 13,156 CHF | 100.00% | 100.00% |
03/07/2024 | 4.33% | 0.25 CHF | 0.26 CHF | 124,162 | 75,000 | 125,387 | 75,000 | 28,440 CHF | 17,766 CHF | 99.73% | 99.73% |
02/07/2024 | 5.16% | 0.20 CHF | 0.21 CHF | 126,498 | 50,000 | 126,918 | 50,000 | 24,005 CHF | 9,958 CHF | 100.00% | 100.00% |