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 | 2.78% | 0.35 CHF | 0.36 CHF | 150,000 | 100,000 | 144,760 | 100,000 | 51,379 CHF | 36,510 CHF | 99.75% | 99.75% |
12/07/2024 | 2.83% | 0.36 CHF | 0.37 CHF | 140,000 | 100,000 | 146,968 | 99,965 | 51,358 CHF | 35,955 CHF | 98.93% | 98.93% |
11/07/2024 | 3.14% | 0.37 CHF | 0.38 CHF | 140,000 | 100,000 | 152,242 | 99,062 | 51,248 CHF | 34,519 CHF | 97.02% | 97.02% |
10/07/2024 | 3.02% | 0.31 CHF | 0.32 CHF | 170,000 | 100,000 | 160,255 | 100,000 | 52,302 CHF | 33,664 CHF | 99.99% | 99.99% |
09/07/2024 | 3.00% | 0.33 CHF | 0.34 CHF | 160,000 | 100,000 | 159,443 | 100,000 | 52,425 CHF | 33,884 CHF | 100.00% | 100.00% |
08/07/2024 | 2.80% | 0.34 CHF | 0.35 CHF | 150,000 | 100,000 | 147,064 | 100,000 | 51,767 CHF | 36,216 CHF | 100.00% | 100.00% |
05/07/2024 | 2.97% | 0.33 CHF | 0.34 CHF | 160,000 | 100,000 | 157,469 | 99,972 | 52,290 CHF | 34,210 CHF | 98.88% | 98.88% |
04/07/2024 | 3.15% | 0.32 CHF | 0.33 CHF | 160,000 | 100,000 | 165,434 | 100,000 | 51,698 CHF | 32,278 CHF | 99.16% | 99.16% |
03/07/2024 | 3.36% | 0.31 CHF | 0.32 CHF | 170,000 | 100,000 | 176,227 | 100,000 | 51,581 CHF | 30,316 CHF | 99.41% | 99.41% |
02/07/2024 | 3.50% | 0.29 CHF | 0.30 CHF | 180,000 | 100,000 | 180,390 | 100,000 | 50,620 CHF | 29,064 CHF | 99.99% | 99.99% |