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 | 2.52% | 0.41 CHF | 0.42 CHF | 118,163 | 50,000 | 117,394 | 50,000 | 46,011 CHF | 20,095 CHF | 98.52% | 98.52% |
12/07/2024 | 2.47% | 0.41 CHF | 0.42 CHF | 117,956 | 50,000 | 117,838 | 50,000 | 47,238 CHF | 20,543 CHF | 99.38% | 99.38% |
11/07/2024 | 2.46% | 0.41 CHF | 0.42 CHF | 117,992 | 50,000 | 118,042 | 50,000 | 47,403 CHF | 20,578 CHF | 99.15% | 99.15% |
10/07/2024 | 2.18% | 0.43 CHF | 0.44 CHF | 119,376 | 50,000 | 112,611 | 50,000 | 51,138 CHF | 23,222 CHF | 100.00% | 100.00% |
09/07/2024 | 2.16% | 0.48 CHF | 0.49 CHF | 110,000 | 50,000 | 113,842 | 50,000 | 52,116 CHF | 23,404 CHF | 80.16% | 80.16% |
08/07/2024 | 2.14% | 0.46 CHF | 0.47 CHF | 119,599 | 50,000 | 111,282 | 50,000 | 51,406 CHF | 23,604 CHF | 82.76% | 82.76% |
05/07/2024 | 2.09% | 0.48 CHF | 0.49 CHF | 110,000 | 50,000 | 110,000 | 50,000 | 52,084 CHF | 24,174 CHF | 99.62% | 99.62% |
04/07/2024 | 2.09% | 0.47 CHF | 0.48 CHF | 110,000 | 50,000 | 110,000 | 50,000 | 52,067 CHF | 24,167 CHF | 100.00% | 100.00% |
03/07/2024 | 1.95% | 0.50 CHF | 0.51 CHF | 100,000 | 50,000 | 100,000 | 50,000 | 50,918 CHF | 25,959 CHF | 99.73% | 99.73% |
02/07/2024 | 1.84% | 0.51 CHF | 0.52 CHF | 100,000 | 50,000 | 99,539 | 50,000 | 53,651 CHF | 27,455 CHF | 99.53% | 99.53% |