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 | 4.81% | 0.41 CHF | 0.43 CHF | 130,000 | 50,000 | 129,897 | 50,000 | 51,930 CHF | 20,975 CHF | 98.73% | 98.73% |
12/07/2024 | 4.68% | 0.38 CHF | 0.40 CHF | 140,000 | 50,000 | 131,108 | 50,000 | 51,421 CHF | 20,554 CHF | 99.38% | 99.38% |
11/07/2024 | 3.76% | 0.40 CHF | 0.42 CHF | 130,000 | 50,000 | 122,825 | 50,000 | 51,639 CHF | 21,842 CHF | 99.15% | 99.15% |
10/07/2024 | 4.33% | 0.42 CHF | 0.44 CHF | 120,000 | 50,000 | 120,000 | 50,000 | 51,526 CHF | 22,419 CHF | 100.00% | 100.00% |
09/07/2024 | 3.99% | 0.45 CHF | 0.47 CHF | 120,000 | 50,000 | 120,000 | 50,000 | 51,577 CHF | 22,364 CHF | 100.00% | 100.00% |
08/07/2024 | 4.27% | 0.41 CHF | 0.43 CHF | 130,000 | 50,000 | 127,923 | 50,000 | 52,593 CHF | 21,460 CHF | 100.00% | 100.00% |
05/07/2024 | 4.81% | 0.41 CHF | 0.43 CHF | 130,000 | 50,000 | 129,834 | 50,000 | 52,194 CHF | 21,092 CHF | 99.62% | 99.62% |
04/07/2024 | 4.35% | 0.41 CHF | 0.43 CHF | 130,000 | 50,000 | 128,857 | 50,000 | 52,740 CHF | 21,380 CHF | 100.00% | 100.00% |
03/07/2024 | 4.22% | 0.42 CHF | 0.44 CHF | 120,000 | 50,000 | 120,045 | 50,000 | 51,542 CHF | 22,393 CHF | 99.73% | 99.73% |
02/07/2024 | 3.35% | 0.45 CHF | 0.47 CHF | 120,000 | 50,000 | 118,961 | 50,000 | 53,439 CHF | 23,231 CHF | 100.00% | 100.00% |