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 | 2.76% | 0.37 CHF | 0.38 CHF | 140,000 | 100,000 | 143,188 | 100,000 | 51,176 CHF | 36,766 CHF | 99.66% | 99.66% |
12/07/2024 | 2.84% | 0.34 CHF | 0.35 CHF | 150,000 | 100,000 | 148,977 | 100,000 | 51,634 CHF | 35,668 CHF | 99.01% | 99.01% |
11/07/2024 | 2.94% | 0.34 CHF | 0.35 CHF | 150,000 | 100,000 | 153,810 | 100,000 | 51,562 CHF | 34,626 CHF | 99.09% | 99.09% |
10/07/2024 | 2.95% | 0.32 CHF | 0.33 CHF | 160,000 | 100,000 | 156,705 | 100,000 | 52,259 CHF | 34,372 CHF | 100.00% | 100.00% |
09/07/2024 | 3.23% | 0.33 CHF | 0.34 CHF | 160,000 | 100,000 | 169,990 | 100,000 | 51,828 CHF | 31,528 CHF | 100.00% | 100.00% |
08/07/2024 | 3.56% | 0.29 CHF | 0.30 CHF | 180,000 | 100,000 | 185,395 | 100,000 | 51,096 CHF | 28,578 CHF | 100.00% | 100.00% |
05/07/2024 | 3.52% | 0.28 CHF | 0.29 CHF | 180,000 | 100,000 | 181,811 | 100,000 | 50,719 CHF | 28,906 CHF | 98.98% | 98.98% |
04/07/2024 | 3.30% | 0.29 CHF | 0.30 CHF | 180,000 | 100,000 | 172,298 | 100,000 | 51,307 CHF | 30,789 CHF | 100.00% | 100.00% |
03/07/2024 | 2.89% | 0.32 CHF | 0.33 CHF | 160,000 | 100,000 | 151,633 | 100,000 | 51,746 CHF | 35,214 CHF | 99.99% | 99.99% |
02/07/2024 | 2.47% | 0.39 CHF | 0.40 CHF | 130,000 | 100,000 | 128,804 | 100,000 | 51,535 CHF | 41,054 CHF | 100.00% | 100.00% |