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 | 2.35% | 0.38 CHF | 0.39 CHF | 140,000 | 100,000 | 123,931 | 100,000 | 52,035 CHF | 43,061 CHF | 99.72% | 99.72% |
12/07/2024 | 2.44% | 0.45 CHF | 0.46 CHF | 120,000 | 100,000 | 128,332 | 100,000 | 51,964 CHF | 41,622 CHF | 97.14% | 97.14% |
11/07/2024 | 2.88% | 0.37 CHF | 0.38 CHF | 140,000 | 100,000 | 150,784 | 100,000 | 51,666 CHF | 35,312 CHF | 99.09% | 99.09% |
10/07/2024 | 3.02% | 0.35 CHF | 0.36 CHF | 150,000 | 100,000 | 158,205 | 100,000 | 51,644 CHF | 33,676 CHF | 98.75% | 98.75% |
09/07/2024 | 2.83% | 0.35 CHF | 0.36 CHF | 150,000 | 100,000 | 147,515 | 100,000 | 51,473 CHF | 35,917 CHF | 100.00% | 100.00% |
08/07/2024 | 2.77% | 0.34 CHF | 0.35 CHF | 150,000 | 100,000 | 144,974 | 100,000 | 51,627 CHF | 36,637 CHF | 98.75% | 98.75% |
05/07/2024 | 2.60% | 0.36 CHF | 0.37 CHF | 150,000 | 100,000 | 137,455 | 100,000 | 52,099 CHF | 38,965 CHF | 98.35% | 98.35% |
04/07/2024 | 2.88% | 0.36 CHF | 0.37 CHF | 140,000 | 100,000 | 149,874 | 100,000 | 51,265 CHF | 35,233 CHF | 100.00% | 100.00% |
03/07/2024 | 2.94% | 0.33 CHF | 0.34 CHF | 160,000 | 100,000 | 155,839 | 100,000 | 52,145 CHF | 34,495 CHF | 98.93% | 98.93% |
02/07/2024 | 3.44% | 0.32 CHF | 0.33 CHF | 160,000 | 100,000 | 179,630 | 100,000 | 51,327 CHF | 29,644 CHF | 98.91% | 98.91% |