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 | 2.19% | 0.45 CHF | 0.46 CHF | 120,000 | 75,000 | 116,752 | 75,000 | 52,818 CHF | 34,695 CHF | 99.72% | 99.72% |
12/07/2024 | 2.24% | 0.45 CHF | 0.46 CHF | 120,000 | 75,000 | 120,000 | 75,000 | 53,084 CHF | 33,928 CHF | 99.01% | 99.01% |
11/07/2024 | 2.34% | 0.44 CHF | 0.45 CHF | 120,000 | 75,000 | 121,350 | 75,000 | 51,298 CHF | 32,465 CHF | 99.09% | 99.09% |
10/07/2024 | 2.46% | 0.42 CHF | 0.43 CHF | 120,000 | 75,000 | 129,932 | 75,000 | 52,169 CHF | 30,864 CHF | 100.00% | 100.00% |
09/07/2024 | 2.59% | 0.39 CHF | 0.40 CHF | 130,000 | 75,000 | 136,603 | 75,000 | 52,088 CHF | 29,364 CHF | 100.00% | 100.00% |
08/07/2024 | 2.72% | 0.36 CHF | 0.37 CHF | 140,000 | 75,000 | 140,000 | 75,000 | 50,728 CHF | 27,926 CHF | 100.00% | 100.00% |
05/07/2024 | 2.73% | 0.36 CHF | 0.37 CHF | 140,000 | 75,000 | 140,000 | 75,000 | 50,533 CHF | 27,821 CHF | 98.98% | 98.98% |
04/07/2024 | 2.75% | 0.36 CHF | 0.37 CHF | 140,000 | 75,000 | 141,230 | 75,000 | 50,658 CHF | 27,658 CHF | 100.00% | 100.00% |
03/07/2024 | 2.79% | 0.35 CHF | 0.36 CHF | 150,000 | 75,000 | 146,418 | 75,000 | 51,748 CHF | 27,269 CHF | 100.00% | 100.00% |
02/07/2024 | 2.78% | 0.35 CHF | 0.36 CHF | 150,000 | 75,000 | 145,641 | 75,000 | 51,580 CHF | 27,325 CHF | 100.00% | 100.00% |