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 | 2.00% | 0.48 CHF | 0.49 CHF | 110,000 | 100,000 | 105,032 | 100,000 | 51,912 CHF | 50,456 CHF | 98.22% | 98.22% |
12/07/2024 | 1.92% | 0.52 CHF | 0.53 CHF | 100,000 | 100,000 | 100,125 | 100,000 | 51,563 CHF | 52,501 CHF | 99.01% | 99.01% |
11/07/2024 | 2.06% | 0.50 CHF | 0.51 CHF | 100,000 | 100,000 | 108,478 | 100,000 | 52,162 CHF | 49,112 CHF | 99.08% | 99.08% |
10/07/2024 | 2.37% | 0.44 CHF | 0.45 CHF | 120,000 | 100,000 | 123,149 | 100,000 | 51,434 CHF | 42,837 CHF | 100.00% | 100.00% |
09/07/2024 | 2.69% | 0.35 CHF | 0.36 CHF | 150,000 | 100,000 | 141,654 | 100,000 | 51,976 CHF | 37,712 CHF | 100.00% | 100.00% |
08/07/2024 | 2.37% | 0.40 CHF | 0.41 CHF | 130,000 | 100,000 | 124,373 | 100,000 | 51,850 CHF | 42,718 CHF | 100.00% | 100.00% |
05/07/2024 | 2.22% | 0.43 CHF | 0.44 CHF | 120,000 | 100,000 | 118,854 | 100,000 | 52,948 CHF | 45,562 CHF | 98.98% | 98.98% |
04/07/2024 | 2.23% | 0.45 CHF | 0.46 CHF | 120,000 | 100,000 | 120,000 | 100,000 | 53,201 CHF | 45,334 CHF | 99.50% | 99.50% |
03/07/2024 | 2.40% | 0.43 CHF | 0.44 CHF | 120,000 | 100,000 | 126,727 | 100,000 | 52,185 CHF | 42,225 CHF | 100.00% | 100.00% |
02/07/2024 | 2.70% | 0.37 CHF | 0.38 CHF | 140,000 | 100,000 | 141,494 | 100,000 | 51,756 CHF | 37,619 CHF | 100.00% | 100.00% |