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 | 4.06% | 0.52 CHF | 0.54 CHF | 100,000 | 75,000 | 78,801 | 62,281 | 40,693 CHF | 33,373 CHF | 98.41% | 98.41% |
12/07/2024 | 2.97% | 0.53 CHF | 0.55 CHF | 100,000 | 75,000 | 100,000 | 75,000 | 52,292 CHF | 40,403 CHF | 99.38% | 99.38% |
11/07/2024 | 3.52% | 0.51 CHF | 0.53 CHF | 100,000 | 75,000 | 109,335 | 75,000 | 52,125 CHF | 37,131 CHF | 98.55% | 98.55% |
10/07/2024 | 3.58% | 0.45 CHF | 0.47 CHF | 120,000 | 75,000 | 119,424 | 75,000 | 53,533 CHF | 34,849 CHF | 100.00% | 100.00% |
09/07/2024 | 3.77% | 0.43 CHF | 0.45 CHF | 120,000 | 75,000 | 120,000 | 75,000 | 53,644 CHF | 34,817 CHF | 100.00% | 100.00% |
08/07/2024 | 3.86% | 0.45 CHF | 0.46 CHF | 120,000 | 75,000 | 114,724 | 75,000 | 52,190 CHF | 35,479 CHF | 100.00% | 100.00% |
05/07/2024 | 3.50% | 0.45 CHF | 0.47 CHF | 120,000 | 75,000 | 110,911 | 75,000 | 51,392 CHF | 35,996 CHF | 99.62% | 99.62% |
04/07/2024 | 3.66% | 0.47 CHF | 0.48 CHF | 110,000 | 75,000 | 110,000 | 75,000 | 52,016 CHF | 36,787 CHF | 100.00% | 100.00% |
03/07/2024 | 3.50% | 0.47 CHF | 0.48 CHF | 110,000 | 75,000 | 111,164 | 75,000 | 51,434 CHF | 35,948 CHF | 99.73% | 99.73% |
02/07/2024 | 3.97% | 0.47 CHF | 0.49 CHF | 110,000 | 75,000 | 116,774 | 75,000 | 52,194 CHF | 34,968 CHF | 100.00% | 100.00% |