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 | 2.87% | 0.40 CHF | 0.41 CHF | 130,000 | 50,000 | 116,350 | 50,000 | 51,982 CHF | 23,046 CHF | 97.10% | 97.10% |
12/07/2024 | 3.22% | 0.45 CHF | 0.46 CHF | 120,000 | 50,000 | 121,043 | 50,000 | 51,646 CHF | 22,039 CHF | 94.50% | 94.50% |
11/07/2024 | 3.15% | 0.46 CHF | 0.48 CHF | 110,000 | 50,000 | 120,975 | 50,000 | 51,985 CHF | 22,230 CHF | 98.47% | 98.47% |
10/07/2024 | 3.44% | 0.40 CHF | 0.41 CHF | 130,000 | 50,000 | 133,701 | 50,000 | 52,005 CHF | 20,143 CHF | 100.00% | 100.00% |
09/07/2024 | 3.28% | 0.39 CHF | 0.40 CHF | 130,000 | 50,000 | 127,508 | 50,000 | 51,723 CHF | 20,978 CHF | 100.00% | 100.00% |
08/07/2024 | 3.12% | 0.43 CHF | 0.44 CHF | 120,000 | 50,000 | 116,934 | 50,000 | 52,390 CHF | 23,133 CHF | 100.00% | 100.00% |
05/07/2024 | 3.29% | 0.44 CHF | 0.46 CHF | 120,000 | 50,000 | 114,894 | 50,000 | 52,071 CHF | 23,446 CHF | 98.69% | 98.69% |
04/07/2024 | 2.54% | 0.55 CHF | 0.56 CHF | 100,000 | 50,000 | 100,275 | 50,000 | 53,501 CHF | 27,372 CHF | 100.00% | 100.00% |
03/07/2024 | 2.73% | 0.51 CHF | 0.53 CHF | 100,000 | 50,000 | 103,953 | 50,000 | 51,790 CHF | 25,621 CHF | 99.73% | 99.73% |
02/07/2024 | 2.90% | 0.50 CHF | 0.51 CHF | 100,000 | 50,000 | 109,466 | 50,000 | 51,932 CHF | 24,462 CHF | 99.92% | 99.92% |