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 | 2.09% | 0.46 CHF | 0.47 CHF | 110,000 | 100,000 | 110,000 | 100,000 | 51,992 CHF | 48,265 CHF | 98.22% | 98.22% |
12/07/2024 | 2.03% | 0.49 CHF | 0.50 CHF | 110,000 | 100,000 | 109,410 | 100,000 | 53,324 CHF | 49,744 CHF | 99.01% | 99.01% |
11/07/2024 | 2.14% | 0.48 CHF | 0.49 CHF | 110,000 | 100,000 | 111,701 | 100,000 | 51,733 CHF | 47,334 CHF | 99.08% | 99.08% |
10/07/2024 | 2.38% | 0.43 CHF | 0.44 CHF | 120,000 | 100,000 | 123,048 | 100,000 | 51,139 CHF | 42,600 CHF | 100.00% | 100.00% |
09/07/2024 | 2.62% | 0.37 CHF | 0.38 CHF | 140,000 | 100,000 | 138,866 | 100,000 | 52,381 CHF | 38,731 CHF | 99.01% | 99.01% |
08/07/2024 | 2.39% | 0.40 CHF | 0.41 CHF | 130,000 | 100,000 | 126,298 | 100,000 | 52,291 CHF | 42,427 CHF | 100.00% | 100.00% |
05/07/2024 | 2.27% | 0.42 CHF | 0.43 CHF | 120,000 | 100,000 | 120,000 | 100,000 | 52,252 CHF | 44,543 CHF | 98.98% | 98.98% |
04/07/2024 | 2.28% | 0.44 CHF | 0.45 CHF | 120,000 | 100,000 | 120,000 | 100,000 | 52,040 CHF | 44,367 CHF | 99.50% | 99.50% |
03/07/2024 | 2.41% | 0.43 CHF | 0.44 CHF | 120,000 | 100,000 | 127,945 | 100,000 | 52,506 CHF | 42,068 CHF | 100.00% | 100.00% |
02/07/2024 | 2.63% | 0.38 CHF | 0.39 CHF | 140,000 | 100,000 | 138,311 | 100,000 | 51,997 CHF | 38,613 CHF | 100.00% | 100.00% |