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 | 2.49% | 0.38 CHF | 0.39 CHF | 140,000 | 50,000 | 131,087 | 50,000 | 51,932 CHF | 20,317 CHF | 81.98% | 81.98% |
12/07/2024 | 2.54% | 0.38 CHF | 0.39 CHF | 140,000 | 50,000 | 132,616 | 50,000 | 51,622 CHF | 19,974 CHF | 91.40% | 91.40% |
11/07/2024 | 2.54% | 0.38 CHF | 0.39 CHF | 140,000 | 50,000 | 133,104 | 50,000 | 51,788 CHF | 19,965 CHF | 98.67% | 98.67% |
10/07/2024 | 2.79% | 0.37 CHF | 0.38 CHF | 140,000 | 50,000 | 147,463 | 50,000 | 52,159 CHF | 18,195 CHF | 99.41% | 99.41% |
09/07/2024 | 2.82% | 0.34 CHF | 0.35 CHF | 150,000 | 50,000 | 148,991 | 50,000 | 52,102 CHF | 17,989 CHF | 87.05% | 87.05% |
08/07/2024 | 2.82% | 0.34 CHF | 0.35 CHF | 150,000 | 50,000 | 149,613 | 50,000 | 52,265 CHF | 17,968 CHF | 88.03% | 88.03% |
05/07/2024 | 2.88% | 0.34 CHF | 0.35 CHF | 150,000 | 50,000 | 151,222 | 50,000 | 51,768 CHF | 17,622 CHF | 97.09% | 97.09% |
04/07/2024 | 2.86% | 0.35 CHF | 0.36 CHF | 150,000 | 50,000 | 150,116 | 50,000 | 51,709 CHF | 17,724 CHF | 98.24% | 98.24% |
03/07/2024 | 3.06% | 0.33 CHF | 0.34 CHF | 160,000 | 50,000 | 161,722 | 50,000 | 51,983 CHF | 16,578 CHF | 99.65% | 99.65% |
02/07/2024 | 3.24% | 0.32 CHF | 0.33 CHF | 160,000 | 50,000 | 168,810 | 50,000 | 51,269 CHF | 15,699 CHF | 98.10% | 98.10% |