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 | 2.91% | 0.40 CHF | 0.41 CHF | 130,000 | 75,000 | 140,235 | 75,000 | 51,406 CHF | 28,341 CHF | 98.74% | 98.74% |
12/07/2024 | 2.56% | 0.36 CHF | 0.37 CHF | 140,000 | 75,000 | 133,242 | 75,000 | 51,311 CHF | 29,662 CHF | 99.38% | 99.38% |
11/07/2024 | 2.46% | 0.40 CHF | 0.41 CHF | 130,000 | 75,000 | 129,583 | 75,000 | 52,092 CHF | 30,904 CHF | 99.14% | 99.14% |
10/07/2024 | 2.38% | 0.41 CHF | 0.42 CHF | 130,000 | 75,000 | 124,311 | 75,000 | 51,590 CHF | 31,901 CHF | 99.38% | 99.38% |
09/07/2024 | 2.24% | 0.46 CHF | 0.47 CHF | 110,000 | 75,000 | 117,836 | 75,000 | 51,972 CHF | 33,855 CHF | 100.00% | 100.00% |
08/07/2024 | 2.34% | 0.43 CHF | 0.44 CHF | 120,000 | 75,000 | 121,634 | 75,000 | 51,361 CHF | 32,432 CHF | 89.87% | 89.87% |
05/07/2024 | 2.43% | 0.44 CHF | 0.45 CHF | 120,000 | 75,000 | 128,182 | 75,000 | 52,042 CHF | 31,235 CHF | 99.62% | 99.62% |
04/07/2024 | 2.50% | 0.42 CHF | 0.43 CHF | 120,000 | 75,000 | 127,073 | 75,000 | 52,096 CHF | 31,553 CHF | 100.00% | 100.00% |
03/07/2024 | 2.30% | 0.44 CHF | 0.45 CHF | 120,000 | 75,000 | 121,444 | 75,000 | 52,141 CHF | 32,990 CHF | 99.72% | 99.72% |
02/07/2024 | 1.95% | 0.50 CHF | 0.51 CHF | 100,000 | 75,000 | 100,012 | 75,000 | 50,732 CHF | 38,794 CHF | 96.55% | 96.55% |