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 | 127,212 | 100,000 | 52,363 CHF | 42,180 CHF | 99.76% | 99.76% |
12/07/2024 | 2.44% | 0.42 CHF | 0.43 CHF | 120,000 | 100,000 | 128,133 | 99,965 | 52,005 CHF | 41,593 CHF | 98.93% | 98.93% |
11/07/2024 | 2.69% | 0.42 CHF | 0.43 CHF | 120,000 | 100,000 | 131,960 | 99,070 | 51,973 CHF | 40,203 CHF | 97.80% | 97.80% |
10/07/2024 | 2.58% | 0.37 CHF | 0.38 CHF | 140,000 | 100,000 | 135,587 | 100,000 | 51,826 CHF | 39,251 CHF | 99.99% | 99.99% |
09/07/2024 | 2.56% | 0.38 CHF | 0.39 CHF | 140,000 | 100,000 | 134,086 | 100,000 | 51,741 CHF | 39,607 CHF | 99.99% | 99.99% |
08/07/2024 | 2.41% | 0.40 CHF | 0.41 CHF | 130,000 | 100,000 | 128,498 | 100,000 | 52,564 CHF | 41,919 CHF | 100.00% | 100.00% |
05/07/2024 | 2.55% | 0.39 CHF | 0.40 CHF | 130,000 | 100,000 | 132,188 | 99,969 | 51,347 CHF | 39,847 CHF | 98.88% | 98.88% |
04/07/2024 | 2.65% | 0.38 CHF | 0.39 CHF | 140,000 | 100,000 | 140,661 | 100,000 | 52,307 CHF | 38,197 CHF | 89.18% | 89.18% |
03/07/2024 | 2.81% | 0.37 CHF | 0.38 CHF | 140,000 | 100,000 | 147,620 | 100,000 | 51,718 CHF | 36,080 CHF | 99.40% | 99.40% |
02/07/2024 | 2.91% | 0.34 CHF | 0.35 CHF | 150,000 | 100,000 | 151,811 | 100,000 | 51,358 CHF | 34,840 CHF | 99.98% | 99.98% |