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 | 2.50% | 0.48 CHF | 0.49 CHF | 110,000 | 50,000 | 116,162 | 50,000 | 51,995 CHF | 23,007 CHF | 99.72% | 99.72% |
12/07/2024 | 2.38% | 0.41 CHF | 0.42 CHF | 130,000 | 50,000 | 125,606 | 50,000 | 52,059 CHF | 21,238 CHF | 99.01% | 99.01% |
11/07/2024 | 3.10% | 0.41 CHF | 0.42 CHF | 130,000 | 50,000 | 132,952 | 50,000 | 51,903 CHF | 20,148 CHF | 99.09% | 99.09% |
10/07/2024 | 2.54% | 0.42 CHF | 0.43 CHF | 120,000 | 50,000 | 121,539 | 50,000 | 51,343 CHF | 21,676 CHF | 100.00% | 100.00% |
09/07/2024 | 2.52% | 0.45 CHF | 0.46 CHF | 120,000 | 50,000 | 132,450 | 50,000 | 51,939 CHF | 20,133 CHF | 100.00% | 100.00% |
08/07/2024 | 2.72% | 0.36 CHF | 0.37 CHF | 140,000 | 50,000 | 142,317 | 50,000 | 51,588 CHF | 18,678 CHF | 100.00% | 100.00% |
05/07/2024 | 2.55% | 0.43 CHF | 0.44 CHF | 120,000 | 50,000 | 116,465 | 50,000 | 52,841 CHF | 23,336 CHF | 98.86% | 98.86% |
04/07/2024 | 1.98% | 0.53 CHF | 0.54 CHF | 100,000 | 50,000 | 104,165 | 50,000 | 52,083 CHF | 25,524 CHF | 100.00% | 100.00% |
03/07/2024 | 1.92% | 0.51 CHF | 0.52 CHF | 100,000 | 50,000 | 100,000 | 50,000 | 51,674 CHF | 26,337 CHF | 99.82% | 99.82% |
02/07/2024 | 1.85% | 0.50 CHF | 0.51 CHF | 100,000 | 50,000 | 99,499 | 50,000 | 53,340 CHF | 27,310 CHF | 100.00% | 100.00% |