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 | 2.85% | 0.33 CHF | 0.34 CHF | 160,000 | 100,000 | 150,411 | 100,000 | 52,117 CHF | 35,662 CHF | 99.75% | 99.75% |
12/07/2024 | 2.78% | 0.35 CHF | 0.36 CHF | 150,000 | 100,000 | 144,974 | 99,965 | 51,620 CHF | 36,616 CHF | 98.93% | 98.93% |
11/07/2024 | 2.86% | 0.38 CHF | 0.39 CHF | 140,000 | 100,000 | 135,899 | 99,068 | 50,197 CHF | 37,637 CHF | 97.66% | 97.66% |
10/07/2024 | 2.54% | 0.37 CHF | 0.38 CHF | 140,000 | 100,000 | 132,998 | 100,000 | 51,789 CHF | 39,972 CHF | 99.99% | 99.99% |
09/07/2024 | 2.50% | 0.40 CHF | 0.41 CHF | 130,000 | 100,000 | 130,510 | 100,000 | 51,558 CHF | 40,511 CHF | 100.00% | 100.00% |
08/07/2024 | 2.45% | 0.39 CHF | 0.40 CHF | 130,000 | 100,000 | 129,065 | 100,000 | 52,123 CHF | 41,397 CHF | 100.00% | 100.00% |
05/07/2024 | 2.53% | 0.40 CHF | 0.41 CHF | 130,000 | 100,000 | 130,529 | 99,972 | 51,097 CHF | 40,140 CHF | 98.90% | 98.90% |
04/07/2024 | 2.51% | 0.39 CHF | 0.40 CHF | 130,000 | 100,000 | 131,742 | 100,000 | 51,789 CHF | 40,330 CHF | 98.61% | 98.61% |
03/07/2024 | 2.49% | 0.39 CHF | 0.40 CHF | 130,000 | 100,000 | 130,111 | 100,000 | 51,674 CHF | 40,717 CHF | 99.39% | 99.39% |
02/07/2024 | 2.32% | 0.42 CHF | 0.43 CHF | 120,000 | 100,000 | 121,444 | 100,000 | 51,714 CHF | 43,602 CHF | 99.98% | 99.98% |