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 | 3.36% | 0.48 CHF | 0.49 CHF | 107,859 | 75,000 | 107,576 | 75,000 | 51,914 CHF | 37,429 CHF | 96.53% | 96.53% |
12/07/2024 | 2.33% | 0.50 CHF | 0.51 CHF | 106,494 | 75,000 | 107,603 | 75,000 | 52,266 CHF | 37,293 CHF | 80.54% | 80.54% |
11/07/2024 | 2.33% | 0.49 CHF | 0.50 CHF | 107,929 | 75,000 | 109,684 | 75,000 | 51,412 CHF | 35,990 CHF | 80.88% | 80.88% |
10/07/2024 | 2.34% | 0.47 CHF | 0.48 CHF | 110,000 | 75,000 | 109,441 | 75,000 | 52,266 CHF | 36,668 CHF | 100.00% | 100.00% |
09/07/2024 | 2.11% | 0.49 CHF | 0.50 CHF | 107,520 | 75,000 | 100,092 | 75,000 | 52,367 CHF | 40,075 CHF | 85.76% | 85.76% |
08/07/2024 | 2.81% | 0.52 CHF | 0.53 CHF | 100,000 | 75,000 | 100,081 | 75,000 | 51,135 CHF | 39,415 CHF | 99.32% | 99.32% |
05/07/2024 | 2.26% | 0.50 CHF | 0.52 CHF | 100,000 | 75,000 | 100,065 | 75,000 | 51,955 CHF | 39,831 CHF | 93.97% | 93.97% |
04/07/2024 | 2.27% | 0.49 CHF | 0.50 CHF | 109,848 | 75,000 | 109,119 | 75,000 | 52,809 CHF | 37,141 CHF | 80.77% | 80.77% |
03/07/2024 | 2.24% | 0.46 CHF | 0.47 CHF | 110,000 | 75,000 | 111,037 | 75,000 | 52,038 CHF | 35,961 CHF | 88.68% | 88.68% |
02/07/2024 | 3.07% | 0.34 CHF | 0.35 CHF | 136,581 | 75,000 | 138,707 | 75,000 | 46,925 CHF | 26,168 CHF | 100.00% | 100.00% |