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 | 2.06% | 0.48 CHF | 0.49 CHF | 270,000 | 270,000 | 270,000 | 270,000 | 130,030 CHF | 132,730 CHF | 100.00% | 100.00% |
12/07/2024 | 2.50% | 0.42 CHF | 0.43 CHF | 280,000 | 280,000 | 280,000 | 280,000 | 110,732 CHF | 113,532 CHF | 100.00% | 100.00% |
11/07/2024 | 2.16% | 0.43 CHF | 0.44 CHF | 280,000 | 280,000 | 280,000 | 280,000 | 128,600 CHF | 131,400 CHF | 71.59% | 71.59% |
10/07/2024 | 1.91% | 0.47 CHF | 0.48 CHF | 280,000 | 280,000 | 280,000 | 280,000 | 145,444 CHF | 148,244 CHF | 99.93% | 99.93% |
09/07/2024 | 2.22% | 0.43 CHF | 0.44 CHF | 300,000 | 300,000 | 299,269 | 299,269 | 134,270 CHF | 137,270 CHF | 100.00% | 100.00% |
08/07/2024 | 2.48% | 0.38 CHF | 0.39 CHF | 320,000 | 320,000 | 319,417 | 319,417 | 127,931 CHF | 131,131 CHF | 100.00% | 100.00% |
05/07/2024 | 3.32% | 0.27 CHF | 0.28 CHF | 350,000 | 350,000 | 350,000 | 350,000 | 103,904 CHF | 107,404 CHF | 100.00% | 100.00% |
04/07/2024 | 2.92% | 0.30 CHF | 0.31 CHF | 350,000 | 350,000 | 350,000 | 350,000 | 118,453 CHF | 121,953 CHF | 100.00% | 100.00% |
03/07/2024 | 2.55% | 0.39 CHF | 0.40 CHF | 330,000 | 330,000 | 330,000 | 330,000 | 127,752 CHF | 131,052 CHF | 100.00% | 100.00% |
02/07/2024 | 2.77% | 0.38 CHF | 0.39 CHF | 350,000 | 350,000 | 350,000 | 350,000 | 124,844 CHF | 128,344 CHF | 100.00% | 100.00% |