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 | 3.54% | 0.47 CHF | 0.49 CHF | 110,000 | 50,000 | 112,621 | 50,000 | 51,757 CHF | 23,818 CHF | 98.72% | 98.72% |
12/07/2024 | 4.07% | 0.44 CHF | 0.46 CHF | 120,000 | 50,000 | 116,602 | 50,000 | 52,713 CHF | 23,554 CHF | 99.38% | 99.38% |
11/07/2024 | 3.30% | 0.46 CHF | 0.48 CHF | 110,000 | 50,000 | 109,746 | 50,000 | 52,758 CHF | 24,842 CHF | 99.16% | 99.16% |
10/07/2024 | 3.43% | 0.48 CHF | 0.50 CHF | 110,000 | 50,000 | 108,357 | 50,000 | 53,011 CHF | 25,321 CHF | 100.00% | 100.00% |
09/07/2024 | 3.73% | 0.51 CHF | 0.53 CHF | 100,000 | 50,000 | 108,465 | 50,000 | 52,986 CHF | 25,364 CHF | 100.00% | 100.00% |
08/07/2024 | 4.05% | 0.47 CHF | 0.49 CHF | 110,000 | 50,000 | 110,041 | 50,000 | 51,696 CHF | 24,460 CHF | 100.00% | 100.00% |
05/07/2024 | 4.20% | 0.47 CHF | 0.49 CHF | 110,000 | 50,000 | 110,000 | 50,000 | 50,823 CHF | 24,092 CHF | 99.62% | 99.62% |
04/07/2024 | 3.81% | 0.47 CHF | 0.49 CHF | 110,000 | 50,000 | 110,000 | 50,000 | 51,633 CHF | 24,380 CHF | 100.00% | 100.00% |
03/07/2024 | 3.71% | 0.48 CHF | 0.50 CHF | 110,000 | 50,000 | 108,958 | 50,000 | 53,309 CHF | 25,393 CHF | 99.73% | 99.73% |
02/07/2024 | 2.96% | 0.51 CHF | 0.53 CHF | 100,000 | 50,000 | 100,000 | 50,000 | 50,930 CHF | 26,231 CHF | 100.00% | 100.00% |