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 | 2.96% | 0.43 CHF | 0.44 CHF | 120,000 | 100,000 | 113,906 | 100,000 | 52,358 CHF | 47,448 CHF | 89.98% | 89.98% |
12/07/2024 | 3.33% | 0.44 CHF | 0.45 CHF | 120,000 | 100,000 | 119,998 | 100,000 | 52,962 CHF | 45,630 CHF | 87.00% | 87.00% |
11/07/2024 | 2.97% | 0.44 CHF | 0.46 CHF | 120,000 | 100,000 | 112,893 | 100,000 | 52,441 CHF | 47,935 CHF | 91.48% | 91.48% |
10/07/2024 | 3.48% | 0.42 CHF | 0.44 CHF | 120,000 | 100,000 | 128,228 | 100,000 | 52,149 CHF | 42,126 CHF | 99.39% | 99.39% |
09/07/2024 | 5.46% | 0.39 CHF | 0.40 CHF | 130,000 | 100,000 | 65,786 | 59,456 | 25,770 CHF | 24,568 CHF | 97.89% | 97.89% |
08/07/2024 | 3.67% | 0.38 CHF | 0.40 CHF | 140,000 | 100,000 | 138,897 | 100,000 | 52,120 CHF | 38,960 CHF | 100.00% | 100.00% |
05/07/2024 | 3.83% | 0.34 CHF | 0.36 CHF | 150,000 | 100,000 | 145,856 | 100,000 | 51,800 CHF | 36,963 CHF | 98.96% | 98.96% |
04/07/2024 | 3.39% | 0.39 CHF | 0.41 CHF | 130,000 | 100,000 | 131,493 | 100,000 | 51,521 CHF | 40,550 CHF | 99.58% | 99.58% |
03/07/2024 | 3.99% | 0.37 CHF | 0.38 CHF | 140,000 | 100,000 | 141,934 | 100,000 | 52,007 CHF | 38,168 CHF | 99.50% | 99.50% |
02/07/2024 | 3.61% | 0.41 CHF | 0.42 CHF | 130,000 | 100,000 | 128,269 | 100,000 | 52,021 CHF | 42,135 CHF | 98.29% | 98.29% |