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 | 2.20% | 0.47 CHF | 0.48 CHF | 110,000 | 75,000 | 115,129 | 75,000 | 51,663 CHF | 34,455 CHF | 99.61% | 99.61% |
12/07/2024 | 2.20% | 0.45 CHF | 0.46 CHF | 120,000 | 75,000 | 118,653 | 75,000 | 53,220 CHF | 34,400 CHF | 99.01% | 99.01% |
11/07/2024 | 2.25% | 0.43 CHF | 0.44 CHF | 120,000 | 75,000 | 119,567 | 75,000 | 52,500 CHF | 33,687 CHF | 93.88% | 93.88% |
10/07/2024 | 2.08% | 0.47 CHF | 0.48 CHF | 110,000 | 75,000 | 109,801 | 75,000 | 52,305 CHF | 36,495 CHF | 100.00% | 100.00% |
09/07/2024 | 2.37% | 0.45 CHF | 0.46 CHF | 120,000 | 75,000 | 126,063 | 75,000 | 52,506 CHF | 32,020 CHF | 100.00% | 100.00% |
08/07/2024 | 2.45% | 0.40 CHF | 0.41 CHF | 130,000 | 75,000 | 129,257 | 75,000 | 52,203 CHF | 31,094 CHF | 97.53% | 97.53% |
05/07/2024 | 2.37% | 0.42 CHF | 0.43 CHF | 120,000 | 75,000 | 124,674 | 75,000 | 51,880 CHF | 31,998 CHF | 98.69% | 98.69% |
04/07/2024 | 2.37% | 0.41 CHF | 0.42 CHF | 130,000 | 75,000 | 123,645 | 75,000 | 51,607 CHF | 32,073 CHF | 87.44% | 87.44% |
03/07/2024 | 2.27% | 0.42 CHF | 0.43 CHF | 120,000 | 75,000 | 118,824 | 75,000 | 51,799 CHF | 33,466 CHF | 99.95% | 99.95% |
02/07/2024 | 1.97% | 0.47 CHF | 0.48 CHF | 110,000 | 75,000 | 102,666 | 75,000 | 51,652 CHF | 38,527 CHF | 100.00% | 100.00% |