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 | 2.34% | 0.43 CHF | 0.44 CHF | 120,000 | 100,000 | 121,572 | 100,000 | 51,392 CHF | 43,291 CHF | 99.66% | 99.66% |
12/07/2024 | 2.39% | 0.41 CHF | 0.42 CHF | 130,000 | 100,000 | 126,894 | 100,000 | 52,465 CHF | 42,366 CHF | 99.01% | 99.01% |
11/07/2024 | 2.46% | 0.41 CHF | 0.42 CHF | 130,000 | 100,000 | 128,717 | 100,000 | 51,751 CHF | 41,296 CHF | 99.00% | 99.00% |
10/07/2024 | 2.46% | 0.39 CHF | 0.40 CHF | 130,000 | 100,000 | 128,877 | 100,000 | 51,671 CHF | 41,112 CHF | 100.00% | 100.00% |
09/07/2024 | 2.66% | 0.40 CHF | 0.41 CHF | 130,000 | 100,000 | 139,731 | 100,000 | 51,785 CHF | 38,079 CHF | 100.00% | 100.00% |
08/07/2024 | 2.88% | 0.36 CHF | 0.37 CHF | 140,000 | 100,000 | 149,861 | 100,000 | 51,291 CHF | 35,241 CHF | 100.00% | 100.00% |
05/07/2024 | 2.86% | 0.35 CHF | 0.36 CHF | 150,000 | 100,000 | 150,218 | 100,000 | 51,766 CHF | 35,470 CHF | 98.98% | 98.98% |
04/07/2024 | 2.71% | 0.36 CHF | 0.37 CHF | 140,000 | 100,000 | 140,000 | 100,000 | 51,008 CHF | 37,434 CHF | 100.00% | 100.00% |
03/07/2024 | 2.43% | 0.38 CHF | 0.39 CHF | 140,000 | 100,000 | 127,959 | 100,000 | 51,967 CHF | 41,685 CHF | 99.99% | 99.99% |
02/07/2024 | 2.12% | 0.45 CHF | 0.46 CHF | 120,000 | 100,000 | 111,373 | 100,000 | 51,965 CHF | 47,717 CHF | 100.00% | 100.00% |