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 | 2.18% | 0.43 CHF | 0.44 CHF | 120,000 | 50,000 | 116,199 | 50,000 | 52,650 CHF | 23,172 CHF | 99.70% | 99.70% |
12/07/2024 | 2.16% | 0.45 CHF | 0.46 CHF | 120,000 | 50,000 | 111,877 | 49,990 | 51,251 CHF | 23,408 CHF | 97.74% | 97.74% |
11/07/2024 | 2.84% | 0.43 CHF | 0.44 CHF | 120,000 | 50,000 | 106,771 | 47,582 | 49,169 CHF | 22,435 CHF | 97.19% | 97.19% |
10/07/2024 | 2.14% | 0.46 CHF | 0.47 CHF | 110,000 | 50,000 | 111,127 | 50,000 | 51,446 CHF | 23,654 CHF | 100.00% | 100.00% |
09/07/2024 | 2.18% | 0.48 CHF | 0.49 CHF | 110,000 | 50,000 | 116,317 | 50,000 | 52,764 CHF | 23,200 CHF | 99.99% | 99.99% |
08/07/2024 | 2.31% | 0.44 CHF | 0.45 CHF | 120,000 | 50,000 | 120,000 | 50,000 | 51,341 CHF | 21,892 CHF | 100.00% | 100.00% |
05/07/2024 | 2.34% | 0.39 CHF | 0.40 CHF | 130,000 | 50,000 | 122,713 | 49,985 | 51,964 CHF | 21,692 CHF | 91.77% | 91.77% |
04/07/2024 | 2.30% | 0.44 CHF | 0.45 CHF | 120,000 | 50,000 | 120,000 | 50,000 | 51,672 CHF | 22,030 CHF | 67.35% | 67.35% |
03/07/2024 | 2.19% | 0.45 CHF | 0.46 CHF | 120,000 | 50,000 | 115,794 | 50,000 | 52,324 CHF | 23,110 CHF | 98.06% | 98.06% |
02/07/2024 | 2.10% | 0.45 CHF | 0.46 CHF | 120,000 | 50,000 | 111,719 | 50,000 | 52,701 CHF | 24,105 CHF | 100.00% | 100.00% |