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 | 2.61% | 0.41 CHF | 0.42 CHF | 130,000 | 50,000 | 119,984 | 50,000 | 52,195 CHF | 22,341 CHF | 98.61% | 98.61% |
12/07/2024 | 3.63% | 0.41 CHF | 0.42 CHF | 130,000 | 50,000 | 128,555 | 50,000 | 52,474 CHF | 21,172 CHF | 99.38% | 99.38% |
11/07/2024 | 2.95% | 0.42 CHF | 0.43 CHF | 120,000 | 50,000 | 117,781 | 50,000 | 52,253 CHF | 22,887 CHF | 99.15% | 99.15% |
10/07/2024 | 2.77% | 0.50 CHF | 0.52 CHF | 100,000 | 50,000 | 102,219 | 50,000 | 51,734 CHF | 26,034 CHF | 100.00% | 100.00% |
09/07/2024 | 2.57% | 0.51 CHF | 0.52 CHF | 100,000 | 50,000 | 100,000 | 50,000 | 52,404 CHF | 26,883 CHF | 100.00% | 100.00% |
08/07/2024 | 2.38% | 0.51 CHF | 0.52 CHF | 100,000 | 50,000 | 100,000 | 50,000 | 52,085 CHF | 26,671 CHF | 100.00% | 100.00% |
05/07/2024 | 2.75% | 0.50 CHF | 0.51 CHF | 100,000 | 50,000 | 103,055 | 50,000 | 51,269 CHF | 25,587 CHF | 99.62% | 99.62% |
04/07/2024 | 2.43% | 0.51 CHF | 0.52 CHF | 100,000 | 50,000 | 100,524 | 50,000 | 51,109 CHF | 26,052 CHF | 100.00% | 100.00% |
03/07/2024 | 2.84% | 0.47 CHF | 0.49 CHF | 110,000 | 50,000 | 116,832 | 50,000 | 51,869 CHF | 22,874 CHF | 99.73% | 99.73% |
02/07/2024 | 3.51% | 0.38 CHF | 0.40 CHF | 140,000 | 50,000 | 142,734 | 50,000 | 51,881 CHF | 18,837 CHF | 99.99% | 99.99% |