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 | 4.06% | 0.48 CHF | 0.50 CHF | 110,000 | 50,000 | 109,952 | 50,000 | 53,024 CHF | 25,113 CHF | 99.72% | 99.72% |
12/07/2024 | 4.11% | 0.49 CHF | 0.51 CHF | 110,000 | 50,000 | 109,923 | 50,000 | 52,962 CHF | 25,102 CHF | 99.01% | 99.01% |
11/07/2024 | 4.23% | 0.48 CHF | 0.50 CHF | 110,000 | 50,000 | 105,980 | 50,000 | 52,188 CHF | 25,700 CHF | 99.09% | 99.09% |
10/07/2024 | 3.96% | 0.49 CHF | 0.51 CHF | 110,000 | 50,000 | 103,041 | 50,000 | 50,954 CHF | 25,743 CHF | 63.83% | 63.83% |
09/07/2024 | 4.35% | 0.48 CHF | 0.50 CHF | 110,000 | 50,000 | 110,000 | 50,000 | 53,018 CHF | 25,168 CHF | 100.00% | 100.00% |
08/07/2024 | 4.51% | 0.48 CHF | 0.51 CHF | 110,000 | 50,000 | 102,841 | 50,000 | 51,122 CHF | 26,013 CHF | 100.00% | 100.00% |
05/07/2024 | 4.04% | 0.52 CHF | 0.54 CHF | 100,000 | 50,000 | 100,000 | 50,000 | 52,877 CHF | 27,529 CHF | 98.86% | 98.86% |
04/07/2024 | 3.98% | 0.49 CHF | 0.51 CHF | 110,000 | 50,000 | 105,850 | 50,000 | 52,996 CHF | 26,081 CHF | 100.00% | 100.00% |
03/07/2024 | 4.18% | 0.53 CHF | 0.55 CHF | 100,000 | 50,000 | 109,701 | 50,000 | 51,360 CHF | 24,434 CHF | 99.82% | 99.82% |
02/07/2024 | 4.58% | 0.44 CHF | 0.46 CHF | 120,000 | 50,000 | 120,597 | 50,000 | 51,005 CHF | 22,141 CHF | 100.00% | 100.00% |