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 | 2.74% | 0.35 CHF | 0.36 CHF | 150,000 | 100,000 | 142,625 | 100,000 | 51,349 CHF | 37,025 CHF | 99.66% | 99.66% |
12/07/2024 | 2.66% | 0.38 CHF | 0.39 CHF | 140,000 | 100,000 | 140,000 | 100,000 | 51,932 CHF | 38,094 CHF | 99.01% | 99.01% |
11/07/2024 | 2.58% | 0.38 CHF | 0.39 CHF | 140,000 | 100,000 | 135,031 | 100,000 | 51,586 CHF | 39,263 CHF | 99.09% | 99.09% |
10/07/2024 | 2.57% | 0.40 CHF | 0.41 CHF | 130,000 | 100,000 | 133,869 | 100,000 | 51,496 CHF | 39,495 CHF | 100.00% | 100.00% |
09/07/2024 | 2.38% | 0.39 CHF | 0.40 CHF | 130,000 | 100,000 | 124,766 | 100,000 | 51,779 CHF | 42,540 CHF | 100.00% | 100.00% |
08/07/2024 | 2.22% | 0.43 CHF | 0.44 CHF | 120,000 | 100,000 | 119,835 | 100,000 | 53,387 CHF | 45,552 CHF | 100.00% | 100.00% |
05/07/2024 | 2.23% | 0.44 CHF | 0.45 CHF | 120,000 | 100,000 | 119,620 | 100,000 | 53,002 CHF | 45,314 CHF | 98.98% | 98.98% |
04/07/2024 | 2.33% | 0.43 CHF | 0.44 CHF | 120,000 | 100,000 | 120,059 | 100,000 | 50,986 CHF | 43,468 CHF | 100.00% | 100.00% |
03/07/2024 | 2.61% | 0.40 CHF | 0.41 CHF | 130,000 | 100,000 | 136,957 | 100,000 | 51,788 CHF | 38,876 CHF | 99.99% | 99.99% |
02/07/2024 | 3.08% | 0.33 CHF | 0.34 CHF | 160,000 | 100,000 | 163,187 | 100,000 | 52,138 CHF | 33,016 CHF | 100.00% | 100.00% |