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 | 2.07% | 0.46 CHF | 0.47 CHF | 110,000 | 50,000 | 108,630 | 50,000 | 52,009 CHF | 24,459 CHF | 98.72% | 98.72% |
12/07/2024 | 2.19% | 0.49 CHF | 0.50 CHF | 110,000 | 50,000 | 116,685 | 50,000 | 52,583 CHF | 23,079 CHF | 99.38% | 99.38% |
11/07/2024 | 2.32% | 0.45 CHF | 0.46 CHF | 120,000 | 75,000 | 121,182 | 75,000 | 51,589 CHF | 32,694 CHF | 32.67% | 32.67% |
10/07/2024 | 2.69% | 0.41 CHF | 0.42 CHF | 125,850 | 75,000 | 127,000 | 75,000 | 46,680 CHF | 28,321 CHF | 100.00% | 100.00% |
09/07/2024 | 2.39% | 0.38 CHF | 0.39 CHF | 126,422 | 75,000 | 122,826 | 75,000 | 50,739 CHF | 31,760 CHF | 99.78% | 99.78% |
08/07/2024 | 2.31% | 0.42 CHF | 0.43 CHF | 120,000 | 50,000 | 120,000 | 50,000 | 51,434 CHF | 21,931 CHF | 100.00% | 100.00% |
05/07/2024 | 1.99% | 0.46 CHF | 0.47 CHF | 110,000 | 50,000 | 103,349 | 50,000 | 51,482 CHF | 25,472 CHF | 99.62% | 99.62% |
04/07/2024 | 2.14% | 0.47 CHF | 0.48 CHF | 110,000 | 50,000 | 110,933 | 50,000 | 51,363 CHF | 23,656 CHF | 100.00% | 100.00% |
03/07/2024 | 2.24% | 0.46 CHF | 0.47 CHF | 110,000 | 75,000 | 118,378 | 75,000 | 52,244 CHF | 33,877 CHF | 69.19% | 69.19% |
02/07/2024 | 2.49% | 0.41 CHF | 0.42 CHF | 126,498 | 50,000 | 126,966 | 50,000 | 50,335 CHF | 20,323 CHF | 85.74% | 85.74% |