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 | 2.47% | 0.40 CHF | 0.41 CHF | 130,000 | 100,000 | 129,721 | 100,000 | 51,876 CHF | 41,352 CHF | 96.56% | 96.56% |
12/07/2024 | 1.96% | 0.48 CHF | 0.49 CHF | 110,000 | 100,000 | 102,537 | 100,000 | 51,716 CHF | 51,493 CHF | 99.01% | 99.01% |
11/07/2024 | 1.75% | 0.56 CHF | 0.57 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 56,830 CHF | 57,830 CHF | 99.09% | 99.09% |
10/07/2024 | 1.44% | 0.62 CHF | 0.63 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 68,843 CHF | 69,843 CHF | 100.00% | 100.00% |
09/07/2024 | 2.42% | 0.74 CHF | 0.75 CHF | 100,000 | 100,000 | 60,686 | 60,686 | 44,002 CHF | 44,985 CHF | 100.00% | 100.00% |
08/07/2024 | 1.29% | 0.77 CHF | 0.78 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 77,042 CHF | 78,042 CHF | 99.36% | 99.36% |
05/07/2024 | 1.36% | 0.77 CHF | 0.78 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 72,874 CHF | 73,874 CHF | 98.25% | 98.25% |
04/07/2024 | 2.33% | 0.78 CHF | 0.79 CHF | 100,000 | 100,000 | 53,688 | 53,688 | 43,058 CHF | 44,041 CHF | 99.37% | 99.37% |
03/07/2024 | 1.45% | 0.70 CHF | 0.71 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 68,296 CHF | 69,296 CHF | 100.00% | 100.00% |
02/07/2024 | 1.49% | 0.64 CHF | 0.65 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 66,485 CHF | 67,485 CHF | 99.95% | 99.95% |