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 | 2.02% | 0.48 CHF | 0.49 CHF | 110,000 | 75,000 | 105,882 | 75,000 | 51,840 CHF | 37,505 CHF | 98.72% | 98.72% |
12/07/2024 | 2.06% | 0.52 CHF | 0.53 CHF | 100,000 | 75,000 | 108,926 | 75,000 | 52,355 CHF | 36,849 CHF | 99.38% | 99.38% |
11/07/2024 | 2.19% | 0.49 CHF | 0.50 CHF | 110,000 | 75,000 | 116,598 | 75,000 | 52,574 CHF | 34,618 CHF | 99.15% | 99.15% |
10/07/2024 | 2.39% | 0.42 CHF | 0.43 CHF | 120,000 | 75,000 | 123,571 | 75,000 | 51,140 CHF | 31,812 CHF | 100.00% | 100.00% |
09/07/2024 | 2.29% | 0.40 CHF | 0.41 CHF | 130,000 | 75,000 | 121,434 | 75,000 | 52,427 CHF | 33,165 CHF | 100.00% | 100.00% |
08/07/2024 | 2.26% | 0.44 CHF | 0.45 CHF | 120,000 | 75,000 | 118,899 | 75,000 | 52,067 CHF | 33,617 CHF | 100.00% | 100.00% |
05/07/2024 | 2.02% | 0.47 CHF | 0.48 CHF | 110,000 | 75,000 | 105,818 | 75,000 | 51,838 CHF | 37,532 CHF | 99.62% | 99.62% |
04/07/2024 | 2.09% | 0.47 CHF | 0.48 CHF | 110,000 | 75,000 | 110,000 | 75,000 | 52,125 CHF | 36,290 CHF | 100.00% | 100.00% |
03/07/2024 | 2.26% | 0.45 CHF | 0.46 CHF | 120,000 | 75,000 | 120,728 | 75,000 | 52,817 CHF | 33,577 CHF | 99.73% | 99.73% |
02/07/2024 | 2.69% | 0.38 CHF | 0.39 CHF | 140,000 | 75,000 | 140,093 | 75,000 | 51,475 CHF | 28,313 CHF | 100.00% | 100.00% |