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 | 2.32% | 0.41 CHF | 0.42 CHF | 130,000 | 100,000 | 120,727 | 100,000 | 51,452 CHF | 43,628 CHF | 98.22% | 98.22% |
12/07/2024 | 2.22% | 0.45 CHF | 0.46 CHF | 120,000 | 100,000 | 119,216 | 100,000 | 53,214 CHF | 45,646 CHF | 99.01% | 99.01% |
11/07/2024 | 2.40% | 0.43 CHF | 0.44 CHF | 120,000 | 100,000 | 125,991 | 100,000 | 51,962 CHF | 42,280 CHF | 99.09% | 99.09% |
10/07/2024 | 2.82% | 0.37 CHF | 0.38 CHF | 140,000 | 100,000 | 147,642 | 100,000 | 51,550 CHF | 36,003 CHF | 100.00% | 100.00% |
09/07/2024 | 3.30% | 0.28 CHF | 0.29 CHF | 180,000 | 100,000 | 173,540 | 100,000 | 51,745 CHF | 30,840 CHF | 100.00% | 100.00% |
08/07/2024 | 2.83% | 0.33 CHF | 0.34 CHF | 160,000 | 100,000 | 148,208 | 100,000 | 51,681 CHF | 35,892 CHF | 100.00% | 100.00% |
05/07/2024 | 2.61% | 0.36 CHF | 0.37 CHF | 140,000 | 100,000 | 137,828 | 100,000 | 52,081 CHF | 38,817 CHF | 98.98% | 98.98% |
04/07/2024 | 2.64% | 0.38 CHF | 0.39 CHF | 140,000 | 100,000 | 140,000 | 100,000 | 52,378 CHF | 38,413 CHF | 99.50% | 99.50% |
03/07/2024 | 2.87% | 0.36 CHF | 0.37 CHF | 140,000 | 100,000 | 150,765 | 100,000 | 51,719 CHF | 35,365 CHF | 100.00% | 100.00% |
02/07/2024 | 3.31% | 0.31 CHF | 0.32 CHF | 170,000 | 100,000 | 174,086 | 100,000 | 51,707 CHF | 30,746 CHF | 100.00% | 100.00% |