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 | 2.68% | 0.49 CHF | 0.51 CHF | 110,000 | 25,000 | 109,407 | 25,000 | 48,140 CHF | 11,302 CHF | 95.20% | 95.20% |
12/07/2024 | 2.62% | 0.39 CHF | 0.41 CHF | 109,249 | 25,000 | 109,920 | 25,000 | 48,961 CHF | 11,430 CHF | 99.01% | 99.01% |
11/07/2024 | 2.16% | 0.46 CHF | 0.48 CHF | 110,000 | 25,000 | 96,663 | 25,000 | 52,617 CHF | 13,967 CHF | 98.95% | 98.95% |
10/07/2024 | 1.90% | 0.65 CHF | 0.67 CHF | 80,000 | 25,000 | 85,375 | 25,000 | 52,869 CHF | 15,808 CHF | 100.00% | 100.00% |
09/07/2024 | 2.32% | 0.55 CHF | 0.56 CHF | 100,000 | 25,000 | 103,497 | 25,000 | 52,030 CHF | 12,904 CHF | 100.00% | 100.00% |
08/07/2024 | 2.28% | 0.52 CHF | 0.53 CHF | 100,000 | 25,000 | 101,978 | 25,000 | 51,951 CHF | 13,064 CHF | 100.00% | 100.00% |
05/07/2024 | 2.19% | 0.58 CHF | 0.59 CHF | 90,000 | 25,000 | 98,072 | 25,000 | 52,329 CHF | 13,659 CHF | 98.81% | 98.81% |
04/07/2024 | 2.23% | 0.49 CHF | 0.51 CHF | 110,000 | 25,000 | 97,648 | 25,000 | 52,426 CHF | 13,747 CHF | 100.00% | 100.00% |
03/07/2024 | 2.18% | 0.63 CHF | 0.64 CHF | 80,000 | 25,000 | 97,098 | 25,000 | 52,193 CHF | 13,860 CHF | 99.73% | 99.73% |
02/07/2024 | 1.86% | 0.57 CHF | 0.59 CHF | 90,000 | 25,000 | 82,758 | 25,000 | 52,909 CHF | 16,324 CHF | 99.09% | 99.09% |