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 | 3.87% | 0.45 CHF | 0.47 CHF | 120,000 | 50,000 | 110,816 | 50,000 | 52,566 CHF | 24,706 CHF | 98.99% | 98.99% |
12/07/2024 | 3.99% | 0.51 CHF | 0.53 CHF | 100,000 | 50,000 | 100,728 | 50,000 | 50,619 CHF | 26,156 CHF | 98.77% | 98.77% |
11/07/2024 | 3.91% | 0.51 CHF | 0.53 CHF | 100,000 | 50,000 | 100,000 | 50,000 | 52,322 CHF | 27,204 CHF | 99.09% | 99.09% |
10/07/2024 | 4.01% | 0.50 CHF | 0.52 CHF | 100,000 | 50,000 | 100,980 | 50,000 | 50,724 CHF | 26,149 CHF | 100.00% | 100.00% |
09/07/2024 | 3.80% | 0.48 CHF | 0.50 CHF | 110,000 | 50,000 | 100,018 | 50,000 | 52,749 CHF | 27,391 CHF | 100.00% | 100.00% |
08/07/2024 | 3.62% | 0.55 CHF | 0.57 CHF | 100,000 | 50,000 | 95,302 | 50,000 | 52,555 CHF | 28,618 CHF | 100.00% | 100.00% |
05/07/2024 | 3.69% | 0.51 CHF | 0.53 CHF | 100,000 | 50,000 | 108,478 | 50,000 | 52,476 CHF | 25,140 CHF | 94.77% | 94.77% |
04/07/2024 | 2.38% | 0.44 CHF | 0.45 CHF | 120,000 | 50,000 | 115,053 | 50,000 | 52,083 CHF | 23,197 CHF | 100.00% | 100.00% |
03/07/2024 | 2.32% | 0.44 CHF | 0.45 CHF | 120,000 | 50,000 | 120,000 | 50,000 | 53,212 CHF | 22,692 CHF | 99.82% | 99.82% |
02/07/2024 | 2.40% | 0.45 CHF | 0.47 CHF | 120,000 | 50,000 | 120,117 | 50,000 | 51,817 CHF | 22,095 CHF | 100.00% | 100.00% |