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 | 2.52% | 0.38 CHF | 0.39 CHF | 140,000 | 50,000 | 133,418 | 50,000 | 52,181 CHF | 20,073 CHF | 99.73% | 99.73% |
12/07/2024 | 2.46% | 0.41 CHF | 0.42 CHF | 130,000 | 50,000 | 130,000 | 50,000 | 52,197 CHF | 20,576 CHF | 99.01% | 99.01% |
11/07/2024 | 2.38% | 0.42 CHF | 0.43 CHF | 120,000 | 50,000 | 125,589 | 50,000 | 52,050 CHF | 21,234 CHF | 99.08% | 99.08% |
10/07/2024 | 2.52% | 0.40 CHF | 0.41 CHF | 130,000 | 50,000 | 132,607 | 50,000 | 51,853 CHF | 20,062 CHF | 100.00% | 100.00% |
09/07/2024 | 2.65% | 0.36 CHF | 0.37 CHF | 140,000 | 50,000 | 139,501 | 50,000 | 52,034 CHF | 19,153 CHF | 100.00% | 100.00% |
08/07/2024 | 2.52% | 0.39 CHF | 0.40 CHF | 130,000 | 50,000 | 134,178 | 50,000 | 52,593 CHF | 20,118 CHF | 100.00% | 100.00% |
05/07/2024 | 2.61% | 0.38 CHF | 0.39 CHF | 140,000 | 50,000 | 140,000 | 50,000 | 52,867 CHF | 19,381 CHF | 98.86% | 98.86% |
04/07/2024 | 2.65% | 0.38 CHF | 0.39 CHF | 140,000 | 50,000 | 140,000 | 50,000 | 52,059 CHF | 19,092 CHF | 100.00% | 100.00% |
03/07/2024 | 2.85% | 0.36 CHF | 0.37 CHF | 140,000 | 50,000 | 149,965 | 50,000 | 51,953 CHF | 17,823 CHF | 99.82% | 99.82% |
02/07/2024 | 2.87% | 0.35 CHF | 0.36 CHF | 150,000 | 50,000 | 150,381 | 50,000 | 51,559 CHF | 17,649 CHF | 100.00% | 100.00% |