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 | 2.29% | 0.44 CHF | 0.45 CHF | 120,000 | 50,000 | 120,992 | 50,000 | 52,184 CHF | 22,092 CHF | 99.72% | 99.72% |
12/07/2024 | 2.37% | 0.42 CHF | 0.43 CHF | 120,000 | 50,000 | 123,043 | 50,000 | 51,269 CHF | 21,343 CHF | 99.01% | 99.01% |
11/07/2024 | 2.61% | 0.39 CHF | 0.40 CHF | 130,000 | 50,000 | 138,554 | 50,000 | 52,312 CHF | 19,386 CHF | 98.76% | 98.76% |
10/07/2024 | 2.59% | 0.37 CHF | 0.38 CHF | 140,000 | 50,000 | 138,194 | 50,000 | 52,627 CHF | 19,547 CHF | 100.00% | 100.00% |
09/07/2024 | 2.52% | 0.38 CHF | 0.39 CHF | 140,000 | 50,000 | 131,877 | 50,000 | 51,663 CHF | 20,097 CHF | 100.00% | 100.00% |
08/07/2024 | 2.71% | 0.37 CHF | 0.38 CHF | 140,000 | 50,000 | 140,000 | 50,000 | 50,910 CHF | 18,682 CHF | 100.00% | 100.00% |
05/07/2024 | 2.87% | 0.36 CHF | 0.37 CHF | 140,000 | 50,000 | 143,216 | 50,000 | 49,244 CHF | 17,694 CHF | 98.98% | 98.98% |
04/07/2024 | 2.78% | 0.35 CHF | 0.36 CHF | 144,817 | 50,000 | 142,691 | 50,000 | 50,677 CHF | 18,262 CHF | 100.00% | 100.00% |
03/07/2024 | 2.77% | 0.37 CHF | 0.38 CHF | 140,000 | 50,000 | 143,687 | 50,000 | 51,098 CHF | 18,288 CHF | 100.00% | 100.00% |
02/07/2024 | 2.64% | 0.38 CHF | 0.39 CHF | 140,000 | 50,000 | 139,815 | 50,000 | 52,217 CHF | 19,175 CHF | 100.00% | 100.00% |