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 | 2.44% | 0.40 CHF | 0.41 CHF | 130,000 | 100,000 | 129,652 | 100,000 | 52,466 CHF | 41,471 CHF | 98.73% | 98.73% |
12/07/2024 | 2.39% | 0.43 CHF | 0.44 CHF | 120,000 | 100,000 | 126,396 | 100,000 | 52,172 CHF | 42,306 CHF | 99.38% | 99.38% |
11/07/2024 | 2.55% | 0.42 CHF | 0.43 CHF | 120,000 | 100,000 | 135,167 | 100,000 | 52,309 CHF | 39,733 CHF | 99.16% | 99.16% |
10/07/2024 | 2.88% | 0.37 CHF | 0.38 CHF | 140,000 | 100,000 | 132,895 | 96,053 | 48,986 CHF | 36,387 CHF | 100.00% | 100.00% |
09/07/2024 | 5.53% | 0.33 CHF | 0.35 CHF | 50,000 | 50,000 | 52,700 | 51,255 | 18,265 CHF | 18,785 CHF | 100.00% | 100.00% |
08/07/2024 | 2.59% | 0.41 CHF | 0.42 CHF | 130,000 | 100,000 | 125,236 | 100,000 | 52,352 CHF | 42,938 CHF | 100.00% | 100.00% |
05/07/2024 | 2.10% | 0.45 CHF | 0.46 CHF | 120,000 | 100,000 | 111,841 | 100,000 | 52,649 CHF | 48,111 CHF | 99.62% | 99.62% |
04/07/2024 | 2.13% | 0.46 CHF | 0.47 CHF | 110,000 | 100,000 | 111,234 | 100,000 | 51,630 CHF | 47,434 CHF | 99.36% | 99.36% |
03/07/2024 | 2.18% | 0.46 CHF | 0.47 CHF | 110,000 | 100,000 | 114,755 | 100,000 | 52,168 CHF | 46,488 CHF | 99.73% | 99.73% |
02/07/2024 | 2.45% | 0.42 CHF | 0.43 CHF | 120,000 | 100,000 | 128,553 | 100,000 | 51,856 CHF | 41,373 CHF | 100.00% | 100.00% |