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 | 3.29% | 0.35 CHF | 0.36 CHF | 150,000 | 50,000 | 138,892 | 50,000 | 51,815 CHF | 19,305 CHF | 98.73% | 98.73% |
12/07/2024 | 3.63% | 0.35 CHF | 0.37 CHF | 150,000 | 50,000 | 153,334 | 50,000 | 51,818 CHF | 17,547 CHF | 92.40% | 92.40% |
11/07/2024 | 3.22% | 0.42 CHF | 0.43 CHF | 120,000 | 50,000 | 124,504 | 50,000 | 51,706 CHF | 21,489 CHF | 98.77% | 98.77% |
10/07/2024 | 3.36% | 0.40 CHF | 0.41 CHF | 130,000 | 50,000 | 136,246 | 50,000 | 52,000 CHF | 19,747 CHF | 100.00% | 100.00% |
09/07/2024 | 3.54% | 0.34 CHF | 0.35 CHF | 150,000 | 50,000 | 134,030 | 50,000 | 51,894 CHF | 20,130 CHF | 100.00% | 100.00% |
08/07/2024 | 3.47% | 0.34 CHF | 0.35 CHF | 150,000 | 50,000 | 137,948 | 50,000 | 51,844 CHF | 19,495 CHF | 99.79% | 99.79% |
05/07/2024 | 2.38% | 0.50 CHF | 0.52 CHF | 100,000 | 50,000 | 100,663 | 50,000 | 51,725 CHF | 26,318 CHF | 99.36% | 99.36% |
04/07/2024 | 2.35% | 0.59 CHF | 0.61 CHF | 90,000 | 50,000 | 90,000 | 50,000 | 53,337 CHF | 30,335 CHF | 100.00% | 100.00% |
03/07/2024 | 2.36% | 0.59 CHF | 0.61 CHF | 90,000 | 50,000 | 92,680 | 50,000 | 53,589 CHF | 29,663 CHF | 99.65% | 99.65% |
02/07/2024 | 2.74% | 0.50 CHF | 0.51 CHF | 100,000 | 50,000 | 103,851 | 50,000 | 51,502 CHF | 25,509 CHF | 99.62% | 99.62% |