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 | 2.69% | 0.44 CHF | 0.45 CHF | 120,000 | 50,000 | 126,973 | 50,000 | 52,157 CHF | 21,180 CHF | 99.71% | 99.71% |
12/07/2024 | 2.90% | 0.37 CHF | 0.39 CHF | 140,000 | 50,000 | 138,961 | 50,000 | 52,492 CHF | 19,449 CHF | 99.01% | 99.01% |
11/07/2024 | 3.57% | 0.37 CHF | 0.39 CHF | 140,000 | 50,000 | 145,337 | 50,000 | 51,371 CHF | 18,330 CHF | 99.09% | 99.09% |
10/07/2024 | 2.54% | 0.38 CHF | 0.39 CHF | 140,000 | 50,000 | 133,483 | 50,000 | 51,868 CHF | 19,943 CHF | 100.00% | 100.00% |
09/07/2024 | 2.79% | 0.41 CHF | 0.42 CHF | 130,000 | 50,000 | 145,441 | 50,000 | 51,415 CHF | 18,199 CHF | 100.00% | 100.00% |
08/07/2024 | 3.03% | 0.33 CHF | 0.34 CHF | 160,000 | 50,000 | 157,981 | 50,000 | 51,429 CHF | 16,822 CHF | 100.00% | 100.00% |
05/07/2024 | 2.81% | 0.39 CHF | 0.40 CHF | 130,000 | 50,000 | 125,487 | 50,000 | 52,282 CHF | 21,492 CHF | 98.86% | 98.86% |
04/07/2024 | 2.46% | 0.49 CHF | 0.50 CHF | 110,000 | 50,000 | 113,464 | 50,000 | 52,493 CHF | 23,729 CHF | 100.00% | 100.00% |
03/07/2024 | 2.06% | 0.48 CHF | 0.49 CHF | 110,000 | 50,000 | 108,564 | 50,000 | 52,078 CHF | 24,498 CHF | 99.82% | 99.82% |
02/07/2024 | 1.98% | 0.47 CHF | 0.48 CHF | 110,000 | 50,000 | 103,138 | 50,000 | 51,554 CHF | 25,518 CHF | 100.00% | 100.00% |