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 | 4.09% | 0.23 CHF | 0.24 CHF | 220,000 | 100,000 | 210,352 | 100,000 | 50,377 CHF | 24,965 CHF | 99.76% | 99.76% |
12/07/2024 | 3.90% | 0.25 CHF | 0.26 CHF | 200,000 | 100,000 | 201,040 | 99,965 | 50,652 CHF | 26,199 CHF | 98.93% | 98.93% |
11/07/2024 | 3.96% | 0.28 CHF | 0.29 CHF | 180,000 | 100,000 | 191,414 | 99,065 | 50,958 CHF | 27,428 CHF | 97.31% | 97.31% |
10/07/2024 | 3.45% | 0.27 CHF | 0.28 CHF | 190,000 | 100,000 | 180,094 | 100,000 | 51,269 CHF | 29,505 CHF | 99.99% | 99.99% |
09/07/2024 | 3.40% | 0.30 CHF | 0.31 CHF | 170,000 | 100,000 | 179,050 | 100,000 | 51,700 CHF | 29,880 CHF | 100.00% | 100.00% |
08/07/2024 | 3.30% | 0.29 CHF | 0.30 CHF | 180,000 | 100,000 | 173,321 | 100,000 | 51,625 CHF | 30,805 CHF | 100.00% | 100.00% |
05/07/2024 | 3.46% | 0.29 CHF | 0.30 CHF | 180,000 | 100,000 | 179,990 | 99,969 | 51,209 CHF | 29,443 CHF | 98.92% | 98.92% |
04/07/2024 | 3.41% | 0.28 CHF | 0.29 CHF | 180,000 | 100,000 | 179,122 | 100,000 | 51,600 CHF | 29,823 CHF | 97.07% | 97.07% |
03/07/2024 | 3.36% | 0.28 CHF | 0.29 CHF | 180,000 | 100,000 | 176,902 | 100,000 | 51,687 CHF | 30,233 CHF | 99.42% | 99.42% |
02/07/2024 | 3.08% | 0.31 CHF | 0.32 CHF | 170,000 | 100,000 | 163,132 | 100,000 | 52,227 CHF | 33,038 CHF | 100.00% | 100.00% |