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 | 2.22% | 0.43 CHF | 0.44 CHF | 120,000 | 100,000 | 118,903 | 100,000 | 53,049 CHF | 45,628 CHF | 98.22% | 98.22% |
12/07/2024 | 2.12% | 0.47 CHF | 0.48 CHF | 110,000 | 100,000 | 110,622 | 100,000 | 51,669 CHF | 47,718 CHF | 99.01% | 99.01% |
11/07/2024 | 2.28% | 0.45 CHF | 0.46 CHF | 120,000 | 100,000 | 119,807 | 100,000 | 51,886 CHF | 44,315 CHF | 99.08% | 99.08% |
10/07/2024 | 2.66% | 0.39 CHF | 0.40 CHF | 130,000 | 100,000 | 140,722 | 100,000 | 52,112 CHF | 38,103 CHF | 100.00% | 100.00% |
09/07/2024 | 3.09% | 0.30 CHF | 0.31 CHF | 170,000 | 100,000 | 163,355 | 100,000 | 52,127 CHF | 32,933 CHF | 98.69% | 98.69% |
08/07/2024 | 2.68% | 0.35 CHF | 0.36 CHF | 150,000 | 100,000 | 140,003 | 100,000 | 51,637 CHF | 37,892 CHF | 100.00% | 100.00% |
05/07/2024 | 2.48% | 0.38 CHF | 0.39 CHF | 140,000 | 100,000 | 131,656 | 100,000 | 52,464 CHF | 40,875 CHF | 98.97% | 98.97% |
04/07/2024 | 2.51% | 0.40 CHF | 0.41 CHF | 130,000 | 100,000 | 130,000 | 100,000 | 51,237 CHF | 40,413 CHF | 99.50% | 99.50% |
03/07/2024 | 2.72% | 0.38 CHF | 0.39 CHF | 140,000 | 100,000 | 141,094 | 100,000 | 51,223 CHF | 37,365 CHF | 100.00% | 100.00% |
02/07/2024 | 3.10% | 0.33 CHF | 0.34 CHF | 160,000 | 100,000 | 163,942 | 100,000 | 52,098 CHF | 32,825 CHF | 100.00% | 100.00% |