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 | 2.23% | 0.43 CHF | 0.44 CHF | 120,000 | 100,000 | 119,899 | 100,000 | 53,215 CHF | 45,385 CHF | 99.75% | 99.75% |
12/07/2024 | 2.18% | 0.45 CHF | 0.46 CHF | 120,000 | 100,000 | 115,669 | 99,965 | 52,611 CHF | 46,494 CHF | 98.90% | 98.90% |
11/07/2024 | 2.26% | 0.48 CHF | 0.49 CHF | 110,000 | 100,000 | 108,759 | 99,069 | 50,996 CHF | 47,462 CHF | 97.79% | 97.79% |
10/07/2024 | 2.03% | 0.47 CHF | 0.48 CHF | 110,000 | 100,000 | 107,254 | 100,000 | 52,214 CHF | 49,716 CHF | 99.99% | 99.99% |
09/07/2024 | 2.01% | 0.50 CHF | 0.51 CHF | 100,000 | 100,000 | 105,766 | 100,000 | 52,160 CHF | 50,343 CHF | 99.94% | 99.94% |
08/07/2024 | 1.98% | 0.49 CHF | 0.50 CHF | 110,000 | 100,000 | 102,105 | 100,000 | 51,160 CHF | 51,128 CHF | 100.00% | 100.00% |
05/07/2024 | 2.02% | 0.50 CHF | 0.51 CHF | 100,000 | 100,000 | 108,641 | 99,972 | 53,279 CHF | 50,040 CHF | 98.93% | 98.93% |
04/07/2024 | 2.01% | 0.49 CHF | 0.50 CHF | 110,000 | 100,000 | 106,051 | 100,000 | 52,092 CHF | 50,152 CHF | 99.01% | 99.01% |
03/07/2024 | 2.00% | 0.49 CHF | 0.50 CHF | 110,000 | 100,000 | 104,952 | 100,000 | 51,959 CHF | 50,536 CHF | 99.40% | 99.40% |
02/07/2024 | 1.89% | 0.52 CHF | 0.53 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 52,436 CHF | 53,436 CHF | 100.00% | 100.00% |