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 | 2.46% | 0.39 CHF | 0.40 CHF | 130,000 | 50,000 | 129,846 | 50,000 | 52,059 CHF | 20,551 CHF | 98.72% | 98.72% |
12/07/2024 | 2.58% | 0.41 CHF | 0.42 CHF | 130,000 | 50,000 | 137,422 | 50,000 | 52,660 CHF | 19,676 CHF | 99.38% | 99.38% |
11/07/2024 | 2.72% | 0.38 CHF | 0.39 CHF | 140,000 | 75,000 | 141,465 | 75,000 | 51,356 CHF | 27,987 CHF | 99.15% | 99.15% |
10/07/2024 | 2.94% | 0.36 CHF | 0.37 CHF | 140,000 | 75,000 | 156,014 | 75,000 | 52,209 CHF | 25,870 CHF | 100.00% | 100.00% |
09/07/2024 | 2.72% | 0.34 CHF | 0.35 CHF | 150,000 | 75,000 | 143,554 | 75,000 | 52,032 CHF | 27,959 CHF | 100.00% | 100.00% |
08/07/2024 | 2.65% | 0.37 CHF | 0.38 CHF | 140,000 | 50,000 | 139,860 | 50,000 | 52,052 CHF | 19,109 CHF | 100.00% | 100.00% |
05/07/2024 | 2.38% | 0.39 CHF | 0.40 CHF | 130,000 | 50,000 | 123,274 | 50,000 | 51,110 CHF | 21,262 CHF | 99.62% | 99.62% |
04/07/2024 | 2.52% | 0.40 CHF | 0.41 CHF | 130,000 | 50,000 | 131,067 | 50,000 | 51,269 CHF | 20,063 CHF | 100.00% | 100.00% |
03/07/2024 | 2.64% | 0.39 CHF | 0.40 CHF | 130,000 | 75,000 | 139,458 | 75,000 | 52,222 CHF | 28,839 CHF | 99.73% | 99.73% |
02/07/2024 | 2.81% | 0.36 CHF | 0.37 CHF | 140,000 | 50,000 | 147,922 | 50,000 | 51,856 CHF | 18,035 CHF | 100.00% | 100.00% |