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 | 2.28% | 0.42 CHF | 0.43 CHF | 120,000 | 50,000 | 120,788 | 50,000 | 52,382 CHF | 22,191 CHF | 99.72% | 99.72% |
12/07/2024 | 2.23% | 0.45 CHF | 0.46 CHF | 120,000 | 50,000 | 120,000 | 50,000 | 53,232 CHF | 22,680 CHF | 99.01% | 99.01% |
11/07/2024 | 2.16% | 0.46 CHF | 0.47 CHF | 110,000 | 50,000 | 113,610 | 50,000 | 51,988 CHF | 23,393 CHF | 99.08% | 99.08% |
10/07/2024 | 2.27% | 0.44 CHF | 0.45 CHF | 120,000 | 50,000 | 120,000 | 50,000 | 52,191 CHF | 22,246 CHF | 100.00% | 100.00% |
09/07/2024 | 2.38% | 0.40 CHF | 0.41 CHF | 130,000 | 50,000 | 125,570 | 50,000 | 52,088 CHF | 21,253 CHF | 100.00% | 100.00% |
08/07/2024 | 2.27% | 0.43 CHF | 0.44 CHF | 120,000 | 50,000 | 120,003 | 50,000 | 52,263 CHF | 22,276 CHF | 100.00% | 100.00% |
05/07/2024 | 2.36% | 0.42 CHF | 0.43 CHF | 120,000 | 50,000 | 121,400 | 50,000 | 50,833 CHF | 21,441 CHF | 98.86% | 98.86% |
04/07/2024 | 2.39% | 0.42 CHF | 0.43 CHF | 120,000 | 50,000 | 125,294 | 50,000 | 51,744 CHF | 21,162 CHF | 100.00% | 100.00% |
03/07/2024 | 2.55% | 0.40 CHF | 0.41 CHF | 130,000 | 50,000 | 133,005 | 50,000 | 51,477 CHF | 19,860 CHF | 99.82% | 99.82% |
02/07/2024 | 2.55% | 0.40 CHF | 0.41 CHF | 130,000 | 50,000 | 134,534 | 50,000 | 52,051 CHF | 19,858 CHF | 100.00% | 100.00% |