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 | 2.54% | 0.41 CHF | 0.42 CHF | 118,281 | 50,000 | 117,389 | 50,000 | 45,721 CHF | 19,973 CHF | 98.52% | 98.52% |
12/07/2024 | 2.48% | 0.41 CHF | 0.42 CHF | 117,942 | 50,000 | 117,811 | 50,000 | 46,921 CHF | 20,413 CHF | 99.38% | 99.38% |
11/07/2024 | 2.47% | 0.41 CHF | 0.42 CHF | 117,823 | 50,000 | 118,052 | 50,000 | 47,212 CHF | 20,496 CHF | 99.15% | 99.15% |
10/07/2024 | 2.19% | 0.43 CHF | 0.44 CHF | 119,217 | 50,000 | 113,588 | 50,000 | 51,330 CHF | 23,114 CHF | 100.00% | 100.00% |
09/07/2024 | 2.16% | 0.47 CHF | 0.48 CHF | 110,000 | 50,000 | 113,594 | 50,000 | 51,907 CHF | 23,360 CHF | 100.00% | 100.00% |
08/07/2024 | 2.15% | 0.47 CHF | 0.48 CHF | 110,000 | 50,000 | 111,609 | 50,000 | 51,230 CHF | 23,457 CHF | 100.00% | 100.00% |
05/07/2024 | 2.10% | 0.48 CHF | 0.49 CHF | 110,000 | 50,000 | 110,000 | 50,000 | 51,753 CHF | 24,024 CHF | 99.61% | 99.61% |
04/07/2024 | 2.10% | 0.47 CHF | 0.48 CHF | 110,000 | 50,000 | 110,000 | 50,000 | 51,738 CHF | 24,017 CHF | 100.00% | 100.00% |
03/07/2024 | 1.96% | 0.49 CHF | 0.50 CHF | 110,000 | 50,000 | 100,414 | 50,000 | 50,728 CHF | 25,762 CHF | 99.73% | 99.73% |
02/07/2024 | 1.84% | 0.51 CHF | 0.52 CHF | 100,000 | 50,000 | 99,866 | 50,000 | 53,668 CHF | 27,372 CHF | 100.00% | 100.00% |