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 | 2.29% | 0.42 CHF | 0.43 CHF | 120,000 | 100,000 | 120,452 | 100,000 | 51,940 CHF | 44,129 CHF | 99.66% | 99.66% |
12/07/2024 | 2.24% | 0.45 CHF | 0.46 CHF | 120,000 | 100,000 | 120,000 | 100,000 | 53,061 CHF | 45,218 CHF | 99.01% | 99.01% |
11/07/2024 | 2.18% | 0.45 CHF | 0.46 CHF | 120,000 | 100,000 | 114,390 | 100,000 | 51,826 CHF | 46,374 CHF | 99.09% | 99.09% |
10/07/2024 | 2.17% | 0.47 CHF | 0.48 CHF | 110,000 | 100,000 | 113,297 | 100,000 | 51,659 CHF | 46,628 CHF | 100.00% | 100.00% |
09/07/2024 | 2.03% | 0.46 CHF | 0.47 CHF | 110,000 | 100,000 | 106,845 | 100,000 | 51,999 CHF | 49,707 CHF | 100.00% | 100.00% |
08/07/2024 | 1.92% | 0.50 CHF | 0.51 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 51,680 CHF | 52,680 CHF | 100.00% | 100.00% |
05/07/2024 | 1.92% | 0.51 CHF | 0.52 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 51,530 CHF | 52,530 CHF | 98.98% | 98.98% |
04/07/2024 | 2.00% | 0.50 CHF | 0.51 CHF | 100,000 | 100,000 | 104,627 | 100,000 | 51,802 CHF | 50,535 CHF | 100.00% | 100.00% |
03/07/2024 | 2.20% | 0.48 CHF | 0.49 CHF | 110,000 | 100,000 | 116,075 | 100,000 | 52,117 CHF | 45,962 CHF | 99.99% | 99.99% |
02/07/2024 | 2.53% | 0.40 CHF | 0.41 CHF | 130,000 | 100,000 | 132,666 | 100,000 | 51,744 CHF | 40,052 CHF | 100.00% | 100.00% |