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 | 2.28% | 0.39 CHF | 0.40 CHF | 130,000 | 100,000 | 120,865 | 100,000 | 52,532 CHF | 44,550 CHF | 99.72% | 99.72% |
12/07/2024 | 2.37% | 0.46 CHF | 0.47 CHF | 110,000 | 100,000 | 124,207 | 100,000 | 51,890 CHF | 42,903 CHF | 97.13% | 97.13% |
11/07/2024 | 2.77% | 0.38 CHF | 0.39 CHF | 140,000 | 100,000 | 145,492 | 100,000 | 51,713 CHF | 36,577 CHF | 99.08% | 99.08% |
10/07/2024 | 2.90% | 0.36 CHF | 0.37 CHF | 140,000 | 100,000 | 152,553 | 100,000 | 51,889 CHF | 35,046 CHF | 98.75% | 98.75% |
09/07/2024 | 2.73% | 0.35 CHF | 0.36 CHF | 140,000 | 100,000 | 143,371 | 100,000 | 51,755 CHF | 37,126 CHF | 100.00% | 100.00% |
08/07/2024 | 2.67% | 0.36 CHF | 0.37 CHF | 140,000 | 100,000 | 140,057 | 100,000 | 51,748 CHF | 37,950 CHF | 98.75% | 98.75% |
05/07/2024 | 2.52% | 0.36 CHF | 0.37 CHF | 140,000 | 100,000 | 132,275 | 100,000 | 51,912 CHF | 40,290 CHF | 98.35% | 98.35% |
04/07/2024 | 2.79% | 0.38 CHF | 0.39 CHF | 140,000 | 100,000 | 148,037 | 100,000 | 52,365 CHF | 36,397 CHF | 100.00% | 100.00% |
03/07/2024 | 2.83% | 0.35 CHF | 0.36 CHF | 150,000 | 100,000 | 147,615 | 100,000 | 51,403 CHF | 35,861 CHF | 98.93% | 98.93% |
02/07/2024 | 3.29% | 0.33 CHF | 0.34 CHF | 160,000 | 100,000 | 173,472 | 100,000 | 51,880 CHF | 30,967 CHF | 96.33% | 96.33% |