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 | 3.76% | 0.27 CHF | 0.28 CHF | 151,183 | 50,000 | 150,279 | 50,000 | 39,370 CHF | 13,592 CHF | 99.71% | 99.71% |
12/07/2024 | 3.97% | 0.25 CHF | 0.26 CHF | 149,681 | 50,000 | 148,959 | 50,000 | 36,805 CHF | 12,854 CHF | 99.01% | 99.01% |
11/07/2024 | 4.71% | 0.22 CHF | 0.23 CHF | 146,508 | 50,000 | 146,140 | 50,000 | 30,358 CHF | 10,886 CHF | 98.76% | 98.76% |
10/07/2024 | 4.63% | 0.20 CHF | 0.21 CHF | 146,482 | 50,000 | 146,834 | 50,000 | 30,975 CHF | 11,047 CHF | 100.00% | 100.00% |
09/07/2024 | 4.39% | 0.21 CHF | 0.22 CHF | 146,237 | 50,000 | 147,509 | 50,000 | 32,891 CHF | 11,648 CHF | 100.00% | 100.00% |
08/07/2024 | 5.03% | 0.21 CHF | 0.22 CHF | 146,107 | 50,000 | 144,856 | 50,000 | 28,071 CHF | 10,188 CHF | 100.00% | 100.00% |
05/07/2024 | 5.60% | 0.19 CHF | 0.20 CHF | 144,667 | 50,000 | 143,671 | 50,000 | 24,984 CHF | 9,194 CHF | 98.98% | 98.98% |
04/07/2024 | 5.26% | 0.18 CHF | 0.19 CHF | 144,817 | 50,000 | 145,158 | 50,000 | 26,893 CHF | 9,762 CHF | 100.00% | 100.00% |
03/07/2024 | 5.25% | 0.20 CHF | 0.21 CHF | 146,483 | 50,000 | 145,678 | 50,000 | 27,065 CHF | 9,788 CHF | 100.00% | 100.00% |
02/07/2024 | 4.74% | 0.21 CHF | 0.22 CHF | 147,360 | 50,000 | 147,178 | 50,000 | 30,348 CHF | 10,810 CHF | 100.00% | 100.00% |