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 | 2.64% | 0.54 CHF | 0.55 CHF | 100,000 | 75,000 | 65,946 | 55,186 | 36,436 CHF | 31,332 CHF | 95.94% | 95.94% |
12/07/2024 | 3.73% | 0.55 CHF | 0.57 CHF | 37,500 | 37,500 | 37,500 | 37,500 | 18,846 CHF | 19,561 CHF | 99.01% | 99.01% |
11/07/2024 | 2.01% | 0.50 CHF | 0.51 CHF | 100,000 | 75,000 | 105,902 | 75,000 | 52,236 CHF | 37,766 CHF | 98.25% | 98.25% |
10/07/2024 | 2.13% | 0.48 CHF | 0.49 CHF | 110,000 | 75,000 | 112,188 | 75,000 | 52,092 CHF | 35,601 CHF | 100.00% | 100.00% |
09/07/2024 | 2.18% | 0.46 CHF | 0.47 CHF | 110,000 | 75,000 | 116,253 | 75,000 | 52,759 CHF | 34,812 CHF | 94.27% | 94.27% |
08/07/2024 | 2.21% | 0.45 CHF | 0.46 CHF | 120,000 | 75,000 | 117,974 | 75,000 | 52,902 CHF | 34,397 CHF | 99.89% | 99.89% |
05/07/2024 | 2.12% | 0.47 CHF | 0.48 CHF | 110,000 | 75,000 | 111,014 | 75,000 | 51,931 CHF | 35,847 CHF | 98.86% | 98.86% |
04/07/2024 | 2.30% | 0.44 CHF | 0.45 CHF | 120,000 | 75,000 | 120,003 | 75,000 | 51,686 CHF | 33,053 CHF | 97.49% | 97.49% |
03/07/2024 | 2.68% | 0.39 CHF | 0.40 CHF | 130,000 | 75,000 | 140,868 | 75,000 | 51,841 CHF | 28,376 CHF | 99.71% | 99.71% |
02/07/2024 | 2.99% | 0.36 CHF | 0.37 CHF | 140,000 | 75,000 | 157,358 | 75,000 | 51,818 CHF | 25,533 CHF | 99.69% | 99.69% |