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 | 2.72% | 0.35 CHF | 0.36 CHF | 150,000 | 50,000 | 143,029 | 50,000 | 51,912 CHF | 18,667 CHF | 87.28% | 87.28% |
12/07/2024 | 2.63% | 0.37 CHF | 0.38 CHF | 140,000 | 50,000 | 139,896 | 50,000 | 52,452 CHF | 19,247 CHF | 99.01% | 99.01% |
11/07/2024 | 2.37% | 0.41 CHF | 0.42 CHF | 130,000 | 50,000 | 124,772 | 50,000 | 52,002 CHF | 21,353 CHF | 99.08% | 99.08% |
10/07/2024 | 2.39% | 0.42 CHF | 0.43 CHF | 120,000 | 50,000 | 127,169 | 50,000 | 52,488 CHF | 21,145 CHF | 100.00% | 100.00% |
09/07/2024 | 2.45% | 0.42 CHF | 0.43 CHF | 120,000 | 50,000 | 128,708 | 50,000 | 51,891 CHF | 20,667 CHF | 100.00% | 100.00% |
08/07/2024 | 2.28% | 0.42 CHF | 0.43 CHF | 120,000 | 50,000 | 120,000 | 50,000 | 51,944 CHF | 22,143 CHF | 100.00% | 100.00% |
05/07/2024 | 2.18% | 0.44 CHF | 0.45 CHF | 120,000 | 50,000 | 114,746 | 50,000 | 51,981 CHF | 23,166 CHF | 98.98% | 98.98% |
04/07/2024 | 2.24% | 0.44 CHF | 0.45 CHF | 120,000 | 50,000 | 120,000 | 50,000 | 53,061 CHF | 22,609 CHF | 100.00% | 100.00% |
03/07/2024 | 2.24% | 0.43 CHF | 0.44 CHF | 120,000 | 50,000 | 120,174 | 50,000 | 53,068 CHF | 22,582 CHF | 100.00% | 100.00% |
02/07/2024 | 2.35% | 0.42 CHF | 0.43 CHF | 120,000 | 50,000 | 120,849 | 50,000 | 50,772 CHF | 21,510 CHF | 100.00% | 100.00% |