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 | 2.59% | 0.36 CHF | 0.37 CHF | 140,000 | 50,000 | 136,631 | 50,000 | 52,098 CHF | 19,582 CHF | 99.73% | 99.73% |
12/07/2024 | 2.56% | 0.38 CHF | 0.39 CHF | 140,000 | 50,000 | 133,101 | 49,990 | 51,455 CHF | 19,834 CHF | 97.74% | 97.74% |
11/07/2024 | 3.40% | 0.37 CHF | 0.38 CHF | 140,000 | 50,000 | 125,577 | 47,583 | 48,907 CHF | 19,048 CHF | 97.19% | 97.19% |
10/07/2024 | 2.53% | 0.39 CHF | 0.40 CHF | 130,000 | 50,000 | 132,094 | 50,000 | 51,524 CHF | 20,011 CHF | 100.00% | 100.00% |
09/07/2024 | 2.55% | 0.42 CHF | 0.43 CHF | 120,000 | 50,000 | 135,064 | 50,000 | 52,205 CHF | 19,843 CHF | 100.00% | 100.00% |
08/07/2024 | 2.72% | 0.37 CHF | 0.38 CHF | 140,000 | 50,000 | 140,991 | 50,000 | 51,085 CHF | 18,621 CHF | 100.00% | 100.00% |
05/07/2024 | 2.78% | 0.33 CHF | 0.34 CHF | 160,000 | 50,000 | 144,469 | 49,983 | 51,426 CHF | 18,330 CHF | 91.78% | 91.78% |
04/07/2024 | 2.76% | 0.37 CHF | 0.38 CHF | 140,000 | 50,000 | 143,869 | 50,000 | 51,464 CHF | 18,396 CHF | 70.48% | 70.48% |
03/07/2024 | 2.60% | 0.38 CHF | 0.39 CHF | 140,000 | 50,000 | 136,575 | 50,000 | 51,876 CHF | 19,505 CHF | 98.07% | 98.07% |
02/07/2024 | 2.47% | 0.37 CHF | 0.38 CHF | 140,000 | 50,000 | 129,855 | 50,000 | 51,924 CHF | 20,524 CHF | 100.00% | 100.00% |