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 | 2.12% | 0.46 CHF | 0.47 CHF | 110,000 | 100,000 | 110,007 | 100,000 | 51,396 CHF | 47,721 CHF | 98.22% | 98.22% |
12/07/2024 | 2.05% | 0.49 CHF | 0.50 CHF | 110,000 | 100,000 | 109,964 | 100,000 | 53,143 CHF | 49,328 CHF | 99.01% | 99.01% |
11/07/2024 | 2.16% | 0.47 CHF | 0.48 CHF | 110,000 | 100,000 | 114,636 | 100,000 | 52,384 CHF | 46,726 CHF | 99.09% | 99.09% |
10/07/2024 | 2.41% | 0.42 CHF | 0.43 CHF | 120,000 | 100,000 | 126,672 | 100,000 | 51,917 CHF | 42,032 CHF | 100.00% | 100.00% |
09/07/2024 | 2.66% | 0.36 CHF | 0.37 CHF | 140,000 | 100,000 | 140,000 | 100,000 | 51,915 CHF | 38,082 CHF | 100.00% | 100.00% |
08/07/2024 | 2.41% | 0.40 CHF | 0.41 CHF | 130,000 | 100,000 | 128,033 | 100,000 | 52,503 CHF | 42,023 CHF | 100.00% | 100.00% |
05/07/2024 | 2.30% | 0.42 CHF | 0.43 CHF | 120,000 | 100,000 | 120,617 | 100,000 | 51,927 CHF | 44,062 CHF | 98.98% | 98.98% |
04/07/2024 | 2.30% | 0.43 CHF | 0.44 CHF | 120,000 | 100,000 | 120,000 | 100,000 | 51,483 CHF | 43,903 CHF | 99.49% | 99.49% |
03/07/2024 | 2.44% | 0.42 CHF | 0.43 CHF | 120,000 | 100,000 | 128,256 | 100,000 | 51,871 CHF | 41,473 CHF | 100.00% | 100.00% |
02/07/2024 | 2.67% | 0.38 CHF | 0.39 CHF | 140,000 | 100,000 | 139,303 | 100,000 | 51,579 CHF | 38,040 CHF | 100.00% | 100.00% |