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 | 3.00% | 0.38 CHF | 0.39 CHF | 140,000 | 75,000 | 153,234 | 75,000 | 50,410 CHF | 25,534 CHF | 99.66% | 99.66% |
12/07/2024 | 2.84% | 0.32 CHF | 0.33 CHF | 160,581 | 75,000 | 146,914 | 75,000 | 51,090 CHF | 26,916 CHF | 92.32% | 92.32% |
11/07/2024 | 2.43% | 0.35 CHF | 0.36 CHF | 150,000 | 75,000 | 127,349 | 75,000 | 51,884 CHF | 31,442 CHF | 99.09% | 99.09% |
10/07/2024 | 1.98% | 0.49 CHF | 0.50 CHF | 110,000 | 75,000 | 103,203 | 75,000 | 51,553 CHF | 38,238 CHF | 100.00% | 100.00% |
09/07/2024 | 2.03% | 0.54 CHF | 0.55 CHF | 100,000 | 75,000 | 106,992 | 75,000 | 52,152 CHF | 37,379 CHF | 100.00% | 100.00% |
08/07/2024 | 2.03% | 0.50 CHF | 0.51 CHF | 100,000 | 75,000 | 107,601 | 75,000 | 52,474 CHF | 37,348 CHF | 100.00% | 100.00% |
05/07/2024 | 2.20% | 0.49 CHF | 0.50 CHF | 110,000 | 75,000 | 117,862 | 75,000 | 52,938 CHF | 34,480 CHF | 98.97% | 98.97% |
04/07/2024 | 2.09% | 0.46 CHF | 0.47 CHF | 110,000 | 75,000 | 109,468 | 75,000 | 51,715 CHF | 36,197 CHF | 100.00% | 100.00% |
03/07/2024 | 1.98% | 0.50 CHF | 0.51 CHF | 100,000 | 75,000 | 105,333 | 75,000 | 52,569 CHF | 38,240 CHF | 100.00% | 100.00% |
02/07/2024 | 1.69% | 0.57 CHF | 0.58 CHF | 90,000 | 75,000 | 89,592 | 75,000 | 52,534 CHF | 44,743 CHF | 100.00% | 100.00% |