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 | 2.02% | 0.47 CHF | 0.48 CHF | 110,000 | 50,000 | 105,737 | 50,000 | 51,924 CHF | 25,077 CHF | 98.52% | 98.52% |
12/07/2024 | 2.05% | 0.47 CHF | 0.48 CHF | 110,000 | 50,000 | 107,846 | 50,000 | 52,110 CHF | 24,676 CHF | 99.38% | 99.38% |
11/07/2024 | 2.05% | 0.47 CHF | 0.48 CHF | 110,000 | 50,000 | 109,417 | 50,000 | 52,934 CHF | 24,693 CHF | 99.16% | 99.16% |
10/07/2024 | 2.30% | 0.46 CHF | 0.47 CHF | 110,000 | 50,000 | 119,743 | 50,000 | 51,581 CHF | 22,040 CHF | 91.61% | 91.61% |
09/07/2024 | 2.30% | 0.42 CHF | 0.43 CHF | 120,415 | 50,000 | 119,898 | 50,000 | 51,508 CHF | 21,980 CHF | 92.09% | 92.09% |
08/07/2024 | 2.33% | 0.42 CHF | 0.43 CHF | 120,241 | 50,000 | 119,763 | 50,000 | 50,733 CHF | 21,681 CHF | 91.66% | 91.66% |
05/07/2024 | 2.38% | 0.41 CHF | 0.42 CHF | 120,766 | 50,000 | 120,226 | 50,000 | 49,989 CHF | 21,291 CHF | 86.94% | 86.94% |
04/07/2024 | 2.37% | 0.42 CHF | 0.43 CHF | 120,000 | 50,000 | 120,457 | 50,000 | 50,220 CHF | 21,347 CHF | 78.88% | 78.88% |
03/07/2024 | 2.59% | 0.39 CHF | 0.40 CHF | 121,853 | 50,000 | 122,227 | 50,000 | 46,644 CHF | 19,582 CHF | 99.73% | 99.73% |
02/07/2024 | 2.81% | 0.38 CHF | 0.39 CHF | 122,454 | 50,000 | 123,454 | 50,000 | 43,425 CHF | 18,090 CHF | 100.00% | 100.00% |