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 | 1.99% | 0.47 CHF | 0.48 CHF | 125,000 | 124,700 | 103,620 | 103,620 | 51,537 CHF | 52,573 CHF | 88.97% | 88.97% |
12/07/2024 | 2.19% | 0.51 CHF | 0.52 CHF | 100,000 | 100,000 | 122,543 | 122,543 | 55,307 CHF | 56,532 CHF | 98.80% | 98.80% |
11/07/2024 | 1.81% | 0.48 CHF | 0.49 CHF | 125,000 | 125,000 | 102,975 | 102,975 | 56,206 CHF | 57,235 CHF | 92.22% | 92.22% |
10/07/2024 | 1.95% | 0.51 CHF | 0.52 CHF | 100,000 | 100,000 | 100,755 | 100,755 | 51,148 CHF | 52,155 CHF | 93.98% | 93.98% |
09/07/2024 | 2.00% | 0.46 CHF | 0.47 CHF | 125,000 | 125,000 | 107,105 | 107,105 | 52,909 CHF | 53,980 CHF | 68.07% | 68.07% |
08/07/2024 | 1.90% | 0.51 CHF | 0.52 CHF | 100,000 | 100,000 | 100,474 | 100,474 | 52,373 CHF | 53,377 CHF | 98.59% | 98.59% |
05/07/2024 | 2.16% | 0.45 CHF | 0.46 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 57,231 CHF | 58,481 CHF | 99.17% | 99.17% |
04/07/2024 | 2.17% | 0.45 CHF | 0.46 CHF | 125,000 | 125,000 | 125,517 | 125,517 | 57,118 CHF | 58,373 CHF | 99.18% | 99.18% |
03/07/2024 | 2.56% | 0.41 CHF | 0.42 CHF | 150,000 | 150,000 | 146,825 | 146,824 | 56,587 CHF | 58,055 CHF | 98.45% | 98.45% |
02/07/2024 | 2.94% | 0.36 CHF | 0.37 CHF | 150,000 | 150,000 | 166,569 | 166,569 | 55,858 CHF | 57,523 CHF | 98.85% | 98.85% |