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 | 2.29% | 0.41 CHF | 0.42 CHF | 130,000 | 50,000 | 120,421 | 50,000 | 51,930 CHF | 22,066 CHF | 99.77% | 99.77% |
12/07/2024 | 2.27% | 0.43 CHF | 0.44 CHF | 120,000 | 50,000 | 119,973 | 49,990 | 52,375 CHF | 22,323 CHF | 97.74% | 97.74% |
11/07/2024 | 3.02% | 0.41 CHF | 0.42 CHF | 130,000 | 50,000 | 114,664 | 47,685 | 50,287 CHF | 21,430 CHF | 96.92% | 96.92% |
10/07/2024 | 2.25% | 0.44 CHF | 0.45 CHF | 120,000 | 50,000 | 120,000 | 50,000 | 52,821 CHF | 22,509 CHF | 100.00% | 100.00% |
09/07/2024 | 2.29% | 0.46 CHF | 0.47 CHF | 110,000 | 50,000 | 119,645 | 50,000 | 51,589 CHF | 22,064 CHF | 100.00% | 100.00% |
08/07/2024 | 2.44% | 0.42 CHF | 0.43 CHF | 120,000 | 50,000 | 128,967 | 50,000 | 52,249 CHF | 20,763 CHF | 100.00% | 100.00% |
05/07/2024 | 2.47% | 0.37 CHF | 0.38 CHF | 140,000 | 50,000 | 131,482 | 49,983 | 52,738 CHF | 20,576 CHF | 91.78% | 91.78% |
04/07/2024 | 2.42% | 0.42 CHF | 0.43 CHF | 120,000 | 50,000 | 128,201 | 50,000 | 52,280 CHF | 20,898 CHF | 70.46% | 70.46% |
03/07/2024 | 2.30% | 0.43 CHF | 0.44 CHF | 120,000 | 50,000 | 120,797 | 50,000 | 51,961 CHF | 22,014 CHF | 98.07% | 98.07% |
02/07/2024 | 2.20% | 0.42 CHF | 0.43 CHF | 120,000 | 50,000 | 115,639 | 50,000 | 52,062 CHF | 23,037 CHF | 100.00% | 100.00% |