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 | 2.79% | 0.49 CHF | 0.51 CHF | 110,000 | 75,000 | 103,077 | 75,000 | 52,112 CHF | 39,041 CHF | 98.73% | 98.73% |
12/07/2024 | 5.01% | 0.52 CHF | 0.55 CHF | 37,500 | 37,500 | 37,500 | 37,500 | 18,886 CHF | 19,853 CHF | 99.38% | 99.38% |
11/07/2024 | 4.57% | 0.51 CHF | 0.54 CHF | 37,500 | 37,500 | 37,500 | 37,500 | 21,194 CHF | 22,182 CHF | 99.08% | 99.08% |
10/07/2024 | 1.69% | 0.89 CHF | 0.91 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 64,288 CHF | 65,382 CHF | 100.00% | 100.00% |
09/07/2024 | 1.94% | 0.85 CHF | 0.87 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 62,657 CHF | 63,883 CHF | 100.00% | 100.00% |
08/07/2024 | 1.83% | 0.78 CHF | 0.80 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 60,723 CHF | 61,845 CHF | 100.00% | 100.00% |
05/07/2024 | 1.97% | 0.77 CHF | 0.79 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 58,497 CHF | 59,660 CHF | 99.62% | 99.62% |
04/07/2024 | 1.85% | 0.78 CHF | 0.79 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 58,860 CHF | 59,959 CHF | 100.00% | 100.00% |
03/07/2024 | 2.28% | 0.78 CHF | 0.80 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 57,167 CHF | 58,487 CHF | 99.73% | 99.73% |
02/07/2024 | 2.05% | 0.75 CHF | 0.77 CHF | 75,000 | 75,000 | 77,442 | 75,000 | 55,759 CHF | 55,148 CHF | 100.00% | 100.00% |