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 | 2.54% | 0.43 CHF | 0.44 CHF | 120,000 | 100,000 | 134,468 | 100,000 | 52,239 CHF | 39,939 CHF | 99.72% | 99.72% |
12/07/2024 | 2.45% | 0.36 CHF | 0.37 CHF | 140,000 | 100,000 | 129,256 | 100,000 | 52,197 CHF | 41,504 CHF | 97.13% | 97.13% |
11/07/2024 | 2.11% | 0.44 CHF | 0.45 CHF | 120,000 | 100,000 | 111,379 | 100,000 | 52,208 CHF | 47,899 CHF | 99.08% | 99.08% |
10/07/2024 | 2.04% | 0.46 CHF | 0.47 CHF | 110,000 | 100,000 | 108,420 | 100,000 | 52,566 CHF | 49,506 CHF | 98.75% | 98.75% |
09/07/2024 | 2.12% | 0.47 CHF | 0.48 CHF | 110,000 | 100,000 | 110,951 | 100,000 | 51,684 CHF | 47,596 CHF | 100.00% | 100.00% |
08/07/2024 | 2.16% | 0.47 CHF | 0.48 CHF | 110,000 | 100,000 | 113,365 | 100,000 | 51,977 CHF | 46,875 CHF | 98.75% | 98.75% |
05/07/2024 | 2.26% | 0.47 CHF | 0.48 CHF | 110,000 | 100,000 | 118,261 | 100,000 | 51,648 CHF | 44,716 CHF | 98.35% | 98.35% |
04/07/2024 | 2.08% | 0.45 CHF | 0.46 CHF | 120,000 | 100,000 | 110,899 | 100,000 | 52,767 CHF | 48,603 CHF | 100.00% | 100.00% |
03/07/2024 | 2.05% | 0.49 CHF | 0.50 CHF | 110,000 | 100,000 | 108,338 | 100,000 | 52,356 CHF | 49,352 CHF | 98.93% | 98.93% |
02/07/2024 | 1.86% | 0.50 CHF | 0.51 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 53,356 CHF | 54,356 CHF | 98.91% | 98.91% |