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 | 2.32% | 0.41 CHF | 0.42 CHF | 130,000 | 100,000 | 120,679 | 100,000 | 51,503 CHF | 43,687 CHF | 99.75% | 99.75% |
12/07/2024 | 2.27% | 0.43 CHF | 0.44 CHF | 120,000 | 100,000 | 119,947 | 99,965 | 52,387 CHF | 44,660 CHF | 98.93% | 98.93% |
11/07/2024 | 2.36% | 0.46 CHF | 0.47 CHF | 110,000 | 100,000 | 115,590 | 99,069 | 51,971 CHF | 45,602 CHF | 97.80% | 97.80% |
10/07/2024 | 2.10% | 0.45 CHF | 0.46 CHF | 120,000 | 100,000 | 111,134 | 100,000 | 52,271 CHF | 48,055 CHF | 99.99% | 99.99% |
09/07/2024 | 2.08% | 0.49 CHF | 0.50 CHF | 110,000 | 100,000 | 110,000 | 100,000 | 52,303 CHF | 48,548 CHF | 100.00% | 100.00% |
08/07/2024 | 2.04% | 0.48 CHF | 0.49 CHF | 110,000 | 100,000 | 109,030 | 100,000 | 52,816 CHF | 49,456 CHF | 100.00% | 100.00% |
05/07/2024 | 2.10% | 0.48 CHF | 0.49 CHF | 110,000 | 100,000 | 109,969 | 99,972 | 51,876 CHF | 48,160 CHF | 98.91% | 98.91% |
04/07/2024 | 2.09% | 0.47 CHF | 0.48 CHF | 110,000 | 100,000 | 110,153 | 100,000 | 52,197 CHF | 48,389 CHF | 98.40% | 98.40% |
03/07/2024 | 2.07% | 0.47 CHF | 0.48 CHF | 110,000 | 100,000 | 110,000 | 100,000 | 52,574 CHF | 48,794 CHF | 99.41% | 99.41% |
02/07/2024 | 1.96% | 0.50 CHF | 0.51 CHF | 100,000 | 100,000 | 101,283 | 100,000 | 51,294 CHF | 51,665 CHF | 100.00% | 100.00% |