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 | 3.32% | 0.43 CHF | 0.44 CHF | 120,000 | 50,000 | 126,892 | 50,000 | 51,698 CHF | 21,081 CHF | 98.73% | 98.73% |
12/07/2024 | 2.73% | 0.43 CHF | 0.44 CHF | 120,000 | 50,000 | 116,557 | 50,000 | 52,400 CHF | 23,137 CHF | 99.38% | 99.38% |
11/07/2024 | 3.61% | 0.37 CHF | 0.38 CHF | 140,000 | 50,000 | 139,731 | 50,000 | 51,588 CHF | 19,190 CHF | 98.77% | 98.77% |
10/07/2024 | 3.03% | 0.38 CHF | 0.40 CHF | 140,000 | 50,000 | 128,937 | 50,000 | 52,125 CHF | 20,844 CHF | 100.00% | 100.00% |
09/07/2024 | 3.09% | 0.45 CHF | 0.46 CHF | 120,000 | 50,000 | 131,601 | 50,000 | 52,124 CHF | 20,491 CHF | 100.00% | 100.00% |
08/07/2024 | 3.51% | 0.45 CHF | 0.47 CHF | 120,000 | 50,000 | 126,157 | 50,000 | 52,072 CHF | 21,405 CHF | 99.79% | 99.79% |
05/07/2024 | 4.36% | 0.30 CHF | 0.31 CHF | 169,973 | 50,000 | 169,568 | 50,000 | 47,737 CHF | 14,700 CHF | 99.33% | 99.33% |
04/07/2024 | 6.70% | 0.20 CHF | 0.22 CHF | 167,417 | 50,000 | 167,518 | 50,000 | 34,065 CHF | 10,868 CHF | 100.00% | 100.00% |
03/07/2024 | 5.70% | 0.20 CHF | 0.21 CHF | 167,503 | 50,000 | 168,355 | 50,000 | 36,446 CHF | 11,439 CHF | 99.73% | 99.73% |
02/07/2024 | 3.98% | 0.30 CHF | 0.31 CHF | 170,000 | 50,000 | 168,005 | 50,000 | 51,073 CHF | 15,832 CHF | 49.26% | 49.26% |