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 | 2.12% | 0.46 CHF | 0.47 CHF | 110,000 | 100,000 | 110,451 | 100,000 | 51,558 CHF | 47,686 CHF | 98.22% | 98.22% |
12/07/2024 | 2.03% | 0.49 CHF | 0.50 CHF | 110,000 | 100,000 | 108,705 | 100,000 | 53,031 CHF | 49,799 CHF | 99.01% | 99.01% |
11/07/2024 | 2.18% | 0.47 CHF | 0.48 CHF | 110,000 | 100,000 | 116,004 | 100,000 | 52,622 CHF | 46,401 CHF | 93.44% | 93.44% |
10/07/2024 | 2.53% | 0.41 CHF | 0.42 CHF | 130,000 | 100,000 | 132,693 | 100,000 | 51,806 CHF | 40,103 CHF | 100.00% | 100.00% |
09/07/2024 | 2.91% | 0.32 CHF | 0.33 CHF | 160,000 | 100,000 | 153,355 | 100,000 | 52,001 CHF | 34,933 CHF | 98.69% | 98.69% |
08/07/2024 | 2.53% | 0.37 CHF | 0.38 CHF | 140,000 | 100,000 | 132,643 | 100,000 | 51,700 CHF | 39,998 CHF | 100.00% | 100.00% |
05/07/2024 | 2.36% | 0.40 CHF | 0.41 CHF | 130,000 | 100,000 | 122,163 | 100,000 | 51,163 CHF | 42,912 CHF | 98.97% | 98.97% |
04/07/2024 | 2.38% | 0.42 CHF | 0.43 CHF | 120,000 | 100,000 | 125,207 | 100,000 | 51,910 CHF | 42,479 CHF | 99.50% | 99.50% |
03/07/2024 | 2.57% | 0.40 CHF | 0.41 CHF | 130,000 | 100,000 | 136,019 | 100,000 | 52,192 CHF | 39,424 CHF | 100.00% | 100.00% |
02/07/2024 | 2.91% | 0.35 CHF | 0.36 CHF | 150,000 | 100,000 | 153,805 | 100,000 | 52,033 CHF | 34,880 CHF | 100.00% | 100.00% |