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 | 5.46% | 0.23 CHF | 0.24 CHF | 162,257 | 75,000 | 160,972 | 75,000 | 29,378 CHF | 14,427 CHF | 99.66% | 99.66% |
12/07/2024 | 4.98% | 0.16 CHF | 0.17 CHF | 160,376 | 75,000 | 161,644 | 75,000 | 32,057 CHF | 15,616 CHF | 99.01% | 99.01% |
11/07/2024 | 3.82% | 0.20 CHF | 0.21 CHF | 161,521 | 75,000 | 163,695 | 75,000 | 42,547 CHF | 20,229 CHF | 99.09% | 99.09% |
10/07/2024 | 2.82% | 0.34 CHF | 0.35 CHF | 150,000 | 75,000 | 146,925 | 75,000 | 51,450 CHF | 27,030 CHF | 100.00% | 100.00% |
09/07/2024 | 2.91% | 0.39 CHF | 0.40 CHF | 130,000 | 75,000 | 152,486 | 75,000 | 51,672 CHF | 26,269 CHF | 100.00% | 100.00% |
08/07/2024 | 2.91% | 0.35 CHF | 0.36 CHF | 150,000 | 75,000 | 152,655 | 75,000 | 51,727 CHF | 26,188 CHF | 98.48% | 98.48% |
05/07/2024 | 3.27% | 0.34 CHF | 0.35 CHF | 150,000 | 75,000 | 163,001 | 75,000 | 49,163 CHF | 23,405 CHF | 98.98% | 98.98% |
04/07/2024 | 3.04% | 0.31 CHF | 0.32 CHF | 165,806 | 75,000 | 159,234 | 75,000 | 51,610 CHF | 25,086 CHF | 91.44% | 91.44% |
03/07/2024 | 2.82% | 0.35 CHF | 0.36 CHF | 150,000 | 75,000 | 148,509 | 75,000 | 51,896 CHF | 27,030 CHF | 99.96% | 99.96% |
02/07/2024 | 2.26% | 0.42 CHF | 0.43 CHF | 120,000 | 75,000 | 119,043 | 75,000 | 52,107 CHF | 33,608 CHF | 100.00% | 100.00% |