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 | 2.40% | 0.41 CHF | 0.42 CHF | 130,000 | 100,000 | 127,149 | 100,000 | 52,348 CHF | 42,188 CHF | 99.76% | 99.76% |
12/07/2024 | 2.44% | 0.42 CHF | 0.43 CHF | 120,000 | 100,000 | 128,092 | 99,965 | 52,004 CHF | 41,606 CHF | 98.92% | 98.92% |
11/07/2024 | 2.69% | 0.42 CHF | 0.43 CHF | 120,000 | 100,000 | 131,955 | 99,069 | 51,989 CHF | 40,217 CHF | 97.80% | 97.80% |
10/07/2024 | 2.58% | 0.37 CHF | 0.38 CHF | 140,000 | 100,000 | 135,466 | 100,000 | 51,803 CHF | 39,268 CHF | 99.99% | 99.99% |
09/07/2024 | 2.56% | 0.38 CHF | 0.39 CHF | 140,000 | 100,000 | 133,996 | 100,000 | 51,722 CHF | 39,618 CHF | 100.00% | 100.00% |
08/07/2024 | 2.41% | 0.40 CHF | 0.41 CHF | 130,000 | 100,000 | 128,488 | 100,000 | 52,575 CHF | 41,931 CHF | 100.00% | 100.00% |
05/07/2024 | 2.55% | 0.39 CHF | 0.40 CHF | 130,000 | 100,000 | 132,046 | 99,969 | 51,317 CHF | 39,865 CHF | 98.87% | 98.87% |
04/07/2024 | 2.66% | 0.38 CHF | 0.39 CHF | 140,000 | 100,000 | 140,593 | 100,000 | 52,148 CHF | 38,101 CHF | 98.85% | 98.85% |
03/07/2024 | 2.81% | 0.37 CHF | 0.38 CHF | 140,000 | 100,000 | 147,573 | 100,000 | 51,751 CHF | 36,113 CHF | 99.41% | 99.41% |
02/07/2024 | 2.91% | 0.34 CHF | 0.35 CHF | 150,000 | 100,000 | 151,704 | 100,000 | 51,343 CHF | 34,854 CHF | 99.99% | 99.99% |