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 | 2.85% | 0.28 CHF | 0.29 CHF | 180,000 | 100,000 | 149,463 | 100,000 | 51,707 CHF | 35,871 CHF | 99.67% | 99.67% |
12/07/2024 | 2.85% | 0.38 CHF | 0.39 CHF | 140,000 | 100,000 | 149,122 | 100,000 | 51,633 CHF | 35,662 CHF | 98.32% | 98.32% |
11/07/2024 | 3.31% | 0.32 CHF | 0.33 CHF | 160,000 | 100,000 | 173,932 | 100,000 | 51,735 CHF | 30,781 CHF | 99.16% | 99.16% |
10/07/2024 | 3.73% | 0.29 CHF | 0.30 CHF | 180,000 | 100,000 | 196,099 | 100,000 | 51,575 CHF | 27,317 CHF | 100.00% | 100.00% |
09/07/2024 | 3.45% | 0.26 CHF | 0.27 CHF | 200,000 | 100,000 | 180,934 | 100,000 | 51,592 CHF | 29,602 CHF | 100.00% | 100.00% |
08/07/2024 | 3.68% | 0.26 CHF | 0.27 CHF | 200,000 | 100,000 | 191,347 | 100,000 | 51,081 CHF | 27,834 CHF | 99.38% | 99.38% |
05/07/2024 | 3.66% | 0.24 CHF | 0.25 CHF | 210,000 | 100,000 | 189,874 | 100,000 | 50,980 CHF | 27,918 CHF | 99.60% | 99.60% |
04/07/2024 | 3.58% | 0.28 CHF | 0.29 CHF | 180,000 | 100,000 | 186,292 | 100,000 | 51,141 CHF | 28,512 CHF | 98.75% | 98.75% |
03/07/2024 | 3.97% | 0.27 CHF | 0.28 CHF | 190,000 | 100,000 | 205,661 | 100,000 | 50,750 CHF | 25,730 CHF | 99.71% | 99.71% |
02/07/2024 | 4.81% | 0.25 CHF | 0.26 CHF | 200,000 | 100,000 | 249,205 | 100,000 | 50,546 CHF | 21,481 CHF | 100.00% | 100.00% |