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 | 3.01% | 0.32 CHF | 0.33 CHF | 160,000 | 100,000 | 158,858 | 100,000 | 51,994 CHF | 33,741 CHF | 99.77% | 99.77% |
12/07/2024 | 2.84% | 0.33 CHF | 0.34 CHF | 160,000 | 100,000 | 149,261 | 99,965 | 51,850 CHF | 35,749 CHF | 98.93% | 98.93% |
11/07/2024 | 2.82% | 0.36 CHF | 0.37 CHF | 140,000 | 100,000 | 137,118 | 99,070 | 51,205 CHF | 38,081 CHF | 97.78% | 97.78% |
10/07/2024 | 2.41% | 0.41 CHF | 0.42 CHF | 130,000 | 100,000 | 129,605 | 100,000 | 53,090 CHF | 41,966 CHF | 99.99% | 99.99% |
09/07/2024 | 2.41% | 0.42 CHF | 0.43 CHF | 120,000 | 100,000 | 128,678 | 100,000 | 52,854 CHF | 42,084 CHF | 100.00% | 100.00% |
08/07/2024 | 2.50% | 0.40 CHF | 0.41 CHF | 130,000 | 100,000 | 130,000 | 100,000 | 51,258 CHF | 40,429 CHF | 100.00% | 100.00% |
05/07/2024 | 2.43% | 0.41 CHF | 0.42 CHF | 130,000 | 100,000 | 129,516 | 99,967 | 52,857 CHF | 41,802 CHF | 97.69% | 97.69% |
04/07/2024 | 2.29% | 0.42 CHF | 0.43 CHF | 120,000 | 100,000 | 120,000 | 100,000 | 51,762 CHF | 44,135 CHF | 99.17% | 99.17% |
03/07/2024 | 2.16% | 0.43 CHF | 0.44 CHF | 120,000 | 100,000 | 112,814 | 100,000 | 51,782 CHF | 46,962 CHF | 99.40% | 99.40% |
02/07/2024 | 1.97% | 0.49 CHF | 0.50 CHF | 110,000 | 100,000 | 102,036 | 100,000 | 51,308 CHF | 51,313 CHF | 99.98% | 99.98% |