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 | 2.08% | 0.47 CHF | 0.48 CHF | 110,000 | 100,000 | 110,000 | 100,000 | 52,357 CHF | 48,598 CHF | 99.75% | 99.75% |
12/07/2024 | 2.10% | 0.48 CHF | 0.49 CHF | 110,000 | 100,000 | 109,961 | 99,965 | 51,933 CHF | 48,213 CHF | 98.93% | 98.93% |
11/07/2024 | 2.31% | 0.49 CHF | 0.50 CHF | 110,000 | 100,000 | 113,662 | 99,068 | 52,129 CHF | 46,609 CHF | 97.63% | 97.63% |
10/07/2024 | 2.21% | 0.43 CHF | 0.44 CHF | 120,000 | 100,000 | 118,126 | 100,000 | 52,943 CHF | 45,837 CHF | 99.99% | 99.99% |
09/07/2024 | 2.20% | 0.45 CHF | 0.46 CHF | 120,000 | 100,000 | 118,749 | 100,000 | 53,473 CHF | 46,040 CHF | 100.00% | 100.00% |
08/07/2024 | 2.09% | 0.46 CHF | 0.47 CHF | 110,000 | 100,000 | 110,000 | 100,000 | 52,100 CHF | 48,364 CHF | 100.00% | 100.00% |
05/07/2024 | 2.18% | 0.46 CHF | 0.47 CHF | 110,000 | 100,000 | 115,963 | 99,972 | 52,630 CHF | 46,395 CHF | 98.84% | 98.84% |
04/07/2024 | 2.28% | 0.44 CHF | 0.45 CHF | 120,000 | 100,000 | 120,398 | 100,000 | 52,270 CHF | 44,423 CHF | 98.37% | 98.37% |
03/07/2024 | 2.38% | 0.44 CHF | 0.45 CHF | 120,000 | 100,000 | 126,966 | 100,000 | 52,601 CHF | 42,473 CHF | 99.41% | 99.41% |
02/07/2024 | 2.45% | 0.41 CHF | 0.42 CHF | 130,000 | 100,000 | 130,000 | 100,000 | 52,413 CHF | 41,318 CHF | 99.70% | 99.70% |