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 | 2.55% | 0.56 CHF | 0.58 CHF | 90,000 | 50,000 | 91,899 | 50,000 | 51,487 CHF | 28,759 CHF | 98.73% | 98.73% |
12/07/2024 | 3.73% | 0.53 CHF | 0.55 CHF | 25,000 | 25,000 | 25,789 | 25,263 | 13,477 CHF | 13,714 CHF | 66.48% | 66.48% |
11/07/2024 | 2.89% | 0.39 CHF | 0.40 CHF | 112,520 | 50,000 | 115,110 | 50,000 | 40,146 CHF | 17,957 CHF | 99.16% | 99.16% |
10/07/2024 | 3.04% | 0.34 CHF | 0.35 CHF | 115,652 | 50,000 | 116,182 | 50,000 | 38,368 CHF | 17,023 CHF | 100.00% | 100.00% |
09/07/2024 | 3.83% | 0.33 CHF | 0.35 CHF | 115,881 | 50,000 | 115,166 | 50,000 | 40,145 CHF | 18,110 CHF | 100.00% | 100.00% |
08/07/2024 | 3.00% | 0.35 CHF | 0.37 CHF | 114,890 | 50,000 | 115,114 | 50,000 | 40,037 CHF | 17,920 CHF | 100.00% | 100.00% |
05/07/2024 | 3.31% | 0.34 CHF | 0.35 CHF | 115,583 | 50,000 | 114,481 | 50,000 | 41,888 CHF | 18,913 CHF | 99.62% | 99.62% |
04/07/2024 | 2.90% | 0.36 CHF | 0.37 CHF | 115,148 | 50,000 | 115,729 | 50,000 | 40,514 CHF | 18,018 CHF | 100.00% | 100.00% |
03/07/2024 | 3.30% | 0.35 CHF | 0.36 CHF | 115,858 | 50,000 | 116,270 | 50,000 | 39,788 CHF | 17,686 CHF | 99.73% | 99.73% |
02/07/2024 | 2.93% | 0.36 CHF | 0.37 CHF | 115,671 | 50,000 | 115,605 | 50,000 | 41,747 CHF | 18,594 CHF | 100.00% | 100.00% |