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 | 2.17% | 0.49 CHF | 0.50 CHF | 110,000 | 50,000 | 101,997 | 50,000 | 51,919 CHF | 26,033 CHF | 94.83% | 94.83% |
12/07/2024 | 2.05% | 0.55 CHF | 0.56 CHF | 100,000 | 50,000 | 100,000 | 50,000 | 54,486 CHF | 27,806 CHF | 99.01% | 99.01% |
11/07/2024 | 2.11% | 0.53 CHF | 0.55 CHF | 100,000 | 50,000 | 100,000 | 50,000 | 50,348 CHF | 25,712 CHF | 99.09% | 99.09% |
10/07/2024 | 2.48% | 0.47 CHF | 0.49 CHF | 110,000 | 50,000 | 114,070 | 50,000 | 51,708 CHF | 23,241 CHF | 89.06% | 89.06% |
09/07/2024 | 2.09% | 0.47 CHF | 0.48 CHF | 110,000 | 50,000 | 110,000 | 50,000 | 52,611 CHF | 24,419 CHF | 100.00% | 100.00% |
08/07/2024 | 2.43% | 0.47 CHF | 0.48 CHF | 110,000 | 50,000 | 102,594 | 49,819 | 50,990 CHF | 25,389 CHF | 100.00% | 100.00% |
05/07/2024 | 2.88% | 0.49 CHF | 0.50 CHF | 110,000 | 50,000 | 110,000 | 50,000 | 52,229 CHF | 24,431 CHF | 98.87% | 98.87% |
04/07/2024 | 2.63% | 0.46 CHF | 0.47 CHF | 115,246 | 50,000 | 116,469 | 50,000 | 51,346 CHF | 22,632 CHF | 99.58% | 99.58% |
03/07/2024 | 2.25% | 0.44 CHF | 0.45 CHF | 116,539 | 50,000 | 116,315 | 50,000 | 51,961 CHF | 22,845 CHF | 99.73% | 99.73% |
02/07/2024 | 2.62% | 0.44 CHF | 0.45 CHF | 117,226 | 50,000 | 117,294 | 50,000 | 51,153 CHF | 22,385 CHF | 63.43% | 63.43% |