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 | 3.11% | 0.41 CHF | 0.42 CHF | 130,000 | 50,000 | 74,814 | 37,025 | 30,764 CHF | 15,818 CHF | 93.87% | 93.87% |
12/07/2024 | 2.57% | 0.41 CHF | 0.42 CHF | 130,000 | 50,000 | 136,501 | 50,000 | 52,440 CHF | 19,720 CHF | 81.73% | 81.73% |
11/07/2024 | 2.52% | 0.40 CHF | 0.41 CHF | 130,000 | 50,000 | 130,837 | 50,000 | 51,268 CHF | 20,096 CHF | 83.80% | 83.80% |
10/07/2024 | 2.24% | 0.39 CHF | 0.40 CHF | 130,000 | 50,000 | 118,944 | 50,000 | 52,604 CHF | 22,657 CHF | 98.55% | 98.55% |
09/07/2024 | 2.08% | 0.49 CHF | 0.50 CHF | 110,000 | 50,000 | 109,869 | 50,000 | 52,337 CHF | 24,324 CHF | 100.00% | 100.00% |
08/07/2024 | 2.14% | 0.47 CHF | 0.48 CHF | 110,000 | 50,000 | 112,103 | 50,000 | 51,779 CHF | 23,607 CHF | 100.00% | 100.00% |
05/07/2024 | 2.06% | 0.48 CHF | 0.49 CHF | 110,000 | 50,000 | 108,153 | 50,000 | 52,023 CHF | 24,569 CHF | 98.87% | 98.87% |
04/07/2024 | 3.11% | 0.52 CHF | 0.53 CHF | 100,000 | 50,000 | 30,571 | 26,857 | 15,574 CHF | 14,055 CHF | 100.00% | 100.00% |
03/07/2024 | 3.22% | 0.50 CHF | 0.52 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 12,760 CHF | 13,177 CHF | 99.73% | 99.73% |
02/07/2024 | 3.24% | 0.49 CHF | 0.50 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 12,736 CHF | 13,155 CHF | 97.61% | 97.61% |