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 | 3.70% | 0.26 CHF | 0.27 CHF | 109,620 | 20,000 | 109,545 | 20,000 | 29,106 CHF | 5,514 CHF | 93.14% | 93.14% |
12/07/2024 | 4.96% | 0.19 CHF | 0.20 CHF | 111,620 | 20,000 | 111,615 | 20,000 | 22,011 CHF | 4,145 CHF | 99.01% | 99.01% |
11/07/2024 | 4.30% | 0.22 CHF | 0.23 CHF | 110,636 | 20,000 | 110,921 | 20,000 | 25,246 CHF | 4,753 CHF | 99.08% | 99.08% |
10/07/2024 | 3.87% | 0.26 CHF | 0.27 CHF | 110,316 | 20,000 | 110,388 | 20,000 | 28,001 CHF | 5,273 CHF | 100.00% | 100.00% |
09/07/2024 | 4.59% | 0.19 CHF | 0.20 CHF | 111,976 | 20,000 | 111,417 | 20,000 | 23,795 CHF | 4,472 CHF | 100.00% | 100.00% |
08/07/2024 | 5.57% | 0.22 CHF | 0.23 CHF | 111,142 | 20,000 | 111,023 | 20,000 | 24,349 CHF | 4,638 CHF | 98.29% | 98.29% |
05/07/2024 | 4.08% | 0.22 CHF | 0.23 CHF | 111,396 | 20,000 | 110,788 | 20,000 | 26,672 CHF | 5,016 CHF | 93.65% | 93.65% |
04/07/2024 | 4.12% | 0.24 CHF | 0.25 CHF | 111,117 | 20,000 | 111,191 | 20,000 | 26,423 CHF | 4,953 CHF | 100.00% | 100.00% |
03/07/2024 | 5.21% | 0.22 CHF | 0.23 CHF | 111,792 | 25,000 | 112,835 | 25,000 | 21,293 CHF | 4,970 CHF | 99.73% | 99.73% |
02/07/2024 | 10.77% | 0.11 CHF | 0.12 CHF | 115,132 | 25,000 | 115,785 | 25,000 | 10,516 CHF | 2,522 CHF | 100.00% | 100.00% |