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 | 2.74% | 0.35 CHF | 0.36 CHF | 150,000 | 100,000 | 141,560 | 100,000 | 50,893 CHF | 36,962 CHF | 98.16% | 98.16% |
12/07/2024 | 2.67% | 0.37 CHF | 0.38 CHF | 140,000 | 100,000 | 140,000 | 100,000 | 51,814 CHF | 38,010 CHF | 98.31% | 98.31% |
11/07/2024 | 2.84% | 0.36 CHF | 0.37 CHF | 140,000 | 100,000 | 147,964 | 100,000 | 51,429 CHF | 35,776 CHF | 98.89% | 98.89% |
10/07/2024 | 3.17% | 0.32 CHF | 0.33 CHF | 160,000 | 100,000 | 167,595 | 100,000 | 51,999 CHF | 32,061 CHF | 100.00% | 100.00% |
09/07/2024 | 3.54% | 0.27 CHF | 0.28 CHF | 190,000 | 100,000 | 182,952 | 100,000 | 50,824 CHF | 28,793 CHF | 100.00% | 100.00% |
08/07/2024 | 3.17% | 0.30 CHF | 0.31 CHF | 170,000 | 100,000 | 168,292 | 100,000 | 52,300 CHF | 32,086 CHF | 100.00% | 100.00% |
05/07/2024 | 3.00% | 0.32 CHF | 0.33 CHF | 160,000 | 100,000 | 159,846 | 100,000 | 52,413 CHF | 33,808 CHF | 98.88% | 98.88% |
04/07/2024 | 3.01% | 0.33 CHF | 0.34 CHF | 160,000 | 100,000 | 160,000 | 100,000 | 52,325 CHF | 33,703 CHF | 99.50% | 99.50% |
03/07/2024 | 3.20% | 0.32 CHF | 0.33 CHF | 160,000 | 100,000 | 168,680 | 100,000 | 51,942 CHF | 31,818 CHF | 99.68% | 99.68% |
02/07/2024 | 3.49% | 0.29 CHF | 0.30 CHF | 180,000 | 100,000 | 181,934 | 100,000 | 51,161 CHF | 29,137 CHF | 99.16% | 99.16% |