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 | 2.17% | 0.43 CHF | 0.44 CHF | 120,000 | 75,000 | 114,589 | 75,000 | 52,240 CHF | 34,990 CHF | 88.82% | 88.82% |
12/07/2024 | 2.21% | 0.47 CHF | 0.48 CHF | 110,000 | 75,000 | 117,507 | 75,000 | 52,651 CHF | 34,385 CHF | 88.13% | 88.13% |
11/07/2024 | 2.40% | 0.45 CHF | 0.46 CHF | 120,000 | 75,000 | 126,876 | 75,000 | 52,292 CHF | 31,697 CHF | 90.83% | 90.83% |
10/07/2024 | 2.69% | 0.37 CHF | 0.38 CHF | 140,000 | 75,000 | 140,000 | 75,000 | 51,340 CHF | 28,253 CHF | 100.00% | 100.00% |
09/07/2024 | 2.60% | 0.35 CHF | 0.36 CHF | 150,000 | 75,000 | 136,482 | 75,000 | 51,764 CHF | 29,227 CHF | 94.95% | 94.95% |
08/07/2024 | 2.59% | 0.38 CHF | 0.39 CHF | 140,000 | 75,000 | 137,997 | 75,000 | 52,555 CHF | 29,324 CHF | 99.31% | 99.31% |
05/07/2024 | 2.43% | 0.39 CHF | 0.40 CHF | 130,000 | 75,000 | 129,112 | 75,000 | 52,480 CHF | 31,250 CHF | 97.54% | 97.54% |
04/07/2024 | 2.48% | 0.40 CHF | 0.41 CHF | 130,000 | 75,000 | 130,397 | 75,000 | 51,828 CHF | 30,564 CHF | 95.45% | 95.45% |
03/07/2024 | 2.56% | 0.38 CHF | 0.39 CHF | 140,000 | 75,000 | 133,873 | 75,000 | 51,520 CHF | 29,639 CHF | 99.90% | 99.90% |
02/07/2024 | 2.87% | 0.35 CHF | 0.36 CHF | 150,000 | 75,000 | 151,012 | 75,000 | 51,892 CHF | 26,531 CHF | 99.90% | 99.90% |