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 | 2.13% | 0.45 CHF | 0.46 CHF | 120,000 | 50,000 | 111,192 | 50,000 | 51,694 CHF | 23,754 CHF | 81.98% | 81.98% |
12/07/2024 | 2.15% | 0.45 CHF | 0.46 CHF | 120,000 | 50,000 | 112,616 | 50,000 | 51,733 CHF | 23,481 CHF | 91.40% | 91.40% |
11/07/2024 | 2.16% | 0.45 CHF | 0.46 CHF | 120,000 | 50,000 | 113,723 | 50,000 | 51,980 CHF | 23,366 CHF | 98.67% | 98.67% |
10/07/2024 | 2.33% | 0.44 CHF | 0.45 CHF | 120,000 | 50,000 | 120,000 | 50,000 | 50,869 CHF | 21,695 CHF | 99.41% | 99.41% |
09/07/2024 | 2.35% | 0.41 CHF | 0.42 CHF | 130,000 | 50,000 | 121,273 | 50,000 | 50,895 CHF | 21,489 CHF | 87.05% | 87.05% |
08/07/2024 | 2.36% | 0.41 CHF | 0.42 CHF | 130,000 | 50,000 | 120,935 | 50,000 | 50,717 CHF | 21,473 CHF | 88.03% | 88.03% |
05/07/2024 | 2.40% | 0.41 CHF | 0.42 CHF | 130,000 | 50,000 | 126,254 | 50,000 | 52,063 CHF | 21,130 CHF | 97.09% | 97.09% |
04/07/2024 | 2.40% | 0.42 CHF | 0.43 CHF | 120,000 | 50,000 | 125,232 | 50,000 | 51,573 CHF | 21,106 CHF | 98.24% | 98.24% |
03/07/2024 | 2.57% | 0.39 CHF | 0.40 CHF | 130,000 | 50,000 | 134,567 | 50,000 | 51,769 CHF | 19,746 CHF | 99.65% | 99.65% |
02/07/2024 | 2.71% | 0.38 CHF | 0.39 CHF | 140,000 | 50,000 | 140,670 | 50,000 | 51,219 CHF | 18,709 CHF | 98.10% | 98.10% |