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 | 2.23% | 0.43 CHF | 0.44 CHF | 120,000 | 50,000 | 119,892 | 50,000 | 53,079 CHF | 22,637 CHF | 81.98% | 81.98% |
12/07/2024 | 2.26% | 0.43 CHF | 0.44 CHF | 120,000 | 50,000 | 120,000 | 50,000 | 52,455 CHF | 22,356 CHF | 91.40% | 91.40% |
11/07/2024 | 2.27% | 0.43 CHF | 0.44 CHF | 120,000 | 50,000 | 120,000 | 50,000 | 52,268 CHF | 22,278 CHF | 98.67% | 98.67% |
10/07/2024 | 2.47% | 0.42 CHF | 0.43 CHF | 120,000 | 50,000 | 129,056 | 50,000 | 51,686 CHF | 20,532 CHF | 99.41% | 99.41% |
09/07/2024 | 2.48% | 0.39 CHF | 0.40 CHF | 130,000 | 50,000 | 130,000 | 50,000 | 51,768 CHF | 20,411 CHF | 87.05% | 87.05% |
08/07/2024 | 2.49% | 0.39 CHF | 0.40 CHF | 130,000 | 50,000 | 130,000 | 50,000 | 51,469 CHF | 20,296 CHF | 88.03% | 88.03% |
05/07/2024 | 2.54% | 0.38 CHF | 0.39 CHF | 140,000 | 50,000 | 131,389 | 50,000 | 51,082 CHF | 19,944 CHF | 97.09% | 97.09% |
04/07/2024 | 2.54% | 0.39 CHF | 0.40 CHF | 130,000 | 50,000 | 133,021 | 50,000 | 51,653 CHF | 19,926 CHF | 98.24% | 98.24% |
03/07/2024 | 2.72% | 0.37 CHF | 0.38 CHF | 140,000 | 50,000 | 141,457 | 50,000 | 51,242 CHF | 18,619 CHF | 99.65% | 99.65% |
02/07/2024 | 2.88% | 0.36 CHF | 0.37 CHF | 140,000 | 50,000 | 150,386 | 50,000 | 51,437 CHF | 17,618 CHF | 98.10% | 98.10% |