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 | 2.63% | 0.39 CHF | 0.40 CHF | 130,000 | 100,000 | 130,031 | 100,000 | 51,260 CHF | 40,470 CHF | 98.72% | 98.72% |
12/07/2024 | 2.45% | 0.42 CHF | 0.43 CHF | 120,000 | 100,000 | 128,784 | 100,000 | 51,852 CHF | 41,279 CHF | 99.38% | 99.38% |
11/07/2024 | 2.62% | 0.41 CHF | 0.42 CHF | 130,000 | 100,000 | 138,043 | 100,000 | 52,051 CHF | 38,733 CHF | 99.16% | 99.16% |
10/07/2024 | 2.96% | 0.36 CHF | 0.37 CHF | 140,000 | 100,000 | 134,213 | 96,053 | 48,118 CHF | 35,427 CHF | 100.00% | 100.00% |
09/07/2024 | 5.69% | 0.32 CHF | 0.34 CHF | 50,000 | 50,000 | 52,779 | 51,254 | 17,759 CHF | 18,270 CHF | 100.00% | 100.00% |
08/07/2024 | 2.42% | 0.40 CHF | 0.41 CHF | 130,000 | 100,000 | 127,419 | 100,000 | 51,994 CHF | 41,842 CHF | 100.00% | 100.00% |
05/07/2024 | 2.15% | 0.44 CHF | 0.45 CHF | 120,000 | 100,000 | 112,768 | 100,000 | 51,912 CHF | 47,078 CHF | 99.62% | 99.62% |
04/07/2024 | 2.18% | 0.45 CHF | 0.46 CHF | 120,000 | 100,000 | 114,954 | 100,000 | 52,098 CHF | 46,351 CHF | 99.38% | 99.38% |
03/07/2024 | 2.23% | 0.45 CHF | 0.46 CHF | 120,000 | 100,000 | 119,500 | 100,000 | 53,113 CHF | 45,453 CHF | 99.73% | 99.73% |
02/07/2024 | 2.52% | 0.41 CHF | 0.42 CHF | 130,000 | 100,000 | 132,081 | 100,000 | 51,812 CHF | 40,254 CHF | 96.52% | 96.52% |