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% | 0.44 CHF | 0.45 CHF | 109,624 | 20,000 | 109,537 | 20,000 | 47,414 CHF | 8,857 CHF | 93.13% | 93.13% |
12/07/2024 | 1.98% | 0.51 CHF | 0.52 CHF | 100,000 | 20,000 | 103,877 | 20,000 | 52,009 CHF | 10,224 CHF | 99.01% | 99.01% |
11/07/2024 | 2.08% | 0.48 CHF | 0.49 CHF | 110,000 | 20,000 | 109,978 | 20,000 | 52,278 CHF | 9,707 CHF | 99.08% | 99.08% |
10/07/2024 | 2.20% | 0.44 CHF | 0.45 CHF | 110,412 | 20,000 | 110,253 | 20,000 | 49,505 CHF | 9,180 CHF | 100.00% | 100.00% |
09/07/2024 | 2.03% | 0.51 CHF | 0.52 CHF | 100,000 | 20,000 | 107,206 | 20,000 | 52,272 CHF | 9,959 CHF | 100.00% | 100.00% |
08/07/2024 | 2.05% | 0.48 CHF | 0.49 CHF | 110,000 | 20,000 | 108,727 | 20,000 | 52,458 CHF | 9,854 CHF | 98.29% | 98.29% |
05/07/2024 | 2.46% | 0.48 CHF | 0.49 CHF | 110,000 | 20,000 | 110,148 | 20,000 | 50,937 CHF | 9,479 CHF | 93.65% | 93.65% |
04/07/2024 | 2.11% | 0.47 CHF | 0.48 CHF | 110,000 | 20,000 | 110,000 | 20,000 | 51,676 CHF | 9,596 CHF | 100.00% | 100.00% |
03/07/2024 | 1.93% | 0.49 CHF | 0.50 CHF | 110,000 | 25,000 | 100,507 | 25,000 | 51,671 CHF | 13,108 CHF | 99.73% | 99.73% |
02/07/2024 | 1.62% | 0.60 CHF | 0.61 CHF | 90,000 | 25,000 | 86,639 | 25,000 | 53,143 CHF | 15,605 CHF | 99.30% | 99.30% |