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 | 2.40% | 0.41 CHF | 0.42 CHF | 130,000 | 50,000 | 125,358 | 50,000 | 51,682 CHF | 21,147 CHF | 99.72% | 99.72% |
12/07/2024 | 2.30% | 0.42 CHF | 0.43 CHF | 120,000 | 50,000 | 120,000 | 50,000 | 51,492 CHF | 21,955 CHF | 99.01% | 99.01% |
11/07/2024 | 2.11% | 0.46 CHF | 0.47 CHF | 110,000 | 50,000 | 110,093 | 50,000 | 51,740 CHF | 23,999 CHF | 99.09% | 99.09% |
10/07/2024 | 2.13% | 0.47 CHF | 0.48 CHF | 110,000 | 50,000 | 110,000 | 50,000 | 51,085 CHF | 23,721 CHF | 100.00% | 100.00% |
09/07/2024 | 2.17% | 0.47 CHF | 0.48 CHF | 110,000 | 50,000 | 115,736 | 50,000 | 52,707 CHF | 23,284 CHF | 100.00% | 100.00% |
08/07/2024 | 2.04% | 0.47 CHF | 0.48 CHF | 110,000 | 50,000 | 110,000 | 50,000 | 53,303 CHF | 24,729 CHF | 100.00% | 100.00% |
05/07/2024 | 1.96% | 0.49 CHF | 0.50 CHF | 110,000 | 50,000 | 101,176 | 50,000 | 51,124 CHF | 25,774 CHF | 98.98% | 98.98% |
04/07/2024 | 2.01% | 0.50 CHF | 0.51 CHF | 100,000 | 50,000 | 105,714 | 50,000 | 52,139 CHF | 25,174 CHF | 100.00% | 100.00% |
03/07/2024 | 2.01% | 0.48 CHF | 0.49 CHF | 110,000 | 50,000 | 104,936 | 50,000 | 51,618 CHF | 25,114 CHF | 100.00% | 100.00% |
02/07/2024 | 2.08% | 0.47 CHF | 0.48 CHF | 110,000 | 50,000 | 110,000 | 50,000 | 52,415 CHF | 24,325 CHF | 100.00% | 100.00% |