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 | 2.43% | 0.38 CHF | 0.39 CHF | 140,000 | 50,000 | 128,383 | 50,000 | 52,127 CHF | 20,816 CHF | 99.76% | 99.76% |
12/07/2024 | 2.40% | 0.40 CHF | 0.41 CHF | 130,000 | 50,000 | 126,414 | 49,990 | 52,157 CHF | 21,136 CHF | 97.74% | 97.74% |
11/07/2024 | 3.23% | 0.39 CHF | 0.40 CHF | 130,000 | 50,000 | 116,397 | 47,574 | 48,240 CHF | 20,240 CHF | 96.83% | 96.83% |
10/07/2024 | 2.37% | 0.42 CHF | 0.43 CHF | 120,000 | 50,000 | 123,889 | 50,000 | 51,666 CHF | 21,364 CHF | 100.00% | 100.00% |
09/07/2024 | 2.42% | 0.44 CHF | 0.45 CHF | 120,000 | 50,000 | 127,645 | 50,000 | 52,076 CHF | 20,913 CHF | 100.00% | 100.00% |
08/07/2024 | 2.55% | 0.40 CHF | 0.41 CHF | 130,000 | 50,000 | 134,579 | 50,000 | 52,080 CHF | 19,861 CHF | 100.00% | 100.00% |
05/07/2024 | 2.61% | 0.35 CHF | 0.36 CHF | 150,000 | 50,000 | 135,259 | 49,985 | 51,204 CHF | 19,460 CHF | 91.78% | 91.78% |
04/07/2024 | 2.57% | 0.39 CHF | 0.40 CHF | 130,000 | 50,000 | 135,713 | 50,000 | 52,206 CHF | 19,744 CHF | 99.05% | 99.05% |
03/07/2024 | 2.44% | 0.40 CHF | 0.41 CHF | 130,000 | 50,000 | 128,535 | 50,000 | 52,087 CHF | 20,770 CHF | 98.07% | 98.07% |
02/07/2024 | 2.32% | 0.40 CHF | 0.41 CHF | 130,000 | 50,000 | 122,157 | 50,000 | 52,065 CHF | 21,831 CHF | 100.00% | 100.00% |