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% | 0.32 CHF | 0.33 CHF | 160,000 | 50,000 | 148,534 | 50,000 | 51,439 CHF | 17,829 CHF | 99.77% | 99.77% |
12/07/2024 | 2.80% | 0.34 CHF | 0.35 CHF | 150,000 | 50,000 | 146,242 | 49,990 | 51,594 CHF | 18,145 CHF | 97.74% | 97.74% |
11/07/2024 | 3.72% | 0.33 CHF | 0.34 CHF | 160,000 | 50,000 | 137,278 | 47,743 | 48,632 CHF | 17,445 CHF | 96.40% | 96.40% |
10/07/2024 | 2.80% | 0.36 CHF | 0.37 CHF | 140,000 | 50,000 | 145,806 | 50,000 | 51,405 CHF | 18,138 CHF | 100.00% | 100.00% |
09/07/2024 | 2.83% | 0.38 CHF | 0.39 CHF | 140,000 | 50,000 | 148,121 | 50,000 | 51,532 CHF | 17,910 CHF | 100.00% | 100.00% |
08/07/2024 | 3.04% | 0.33 CHF | 0.34 CHF | 160,000 | 50,000 | 159,855 | 50,000 | 51,734 CHF | 16,686 CHF | 100.00% | 100.00% |
05/07/2024 | 3.10% | 0.29 CHF | 0.30 CHF | 180,000 | 50,000 | 164,105 | 49,985 | 52,293 CHF | 16,459 CHF | 91.78% | 91.78% |
04/07/2024 | 3.04% | 0.33 CHF | 0.34 CHF | 160,000 | 50,000 | 159,475 | 50,000 | 51,737 CHF | 16,724 CHF | 98.64% | 98.64% |
03/07/2024 | 2.86% | 0.34 CHF | 0.35 CHF | 150,000 | 50,000 | 150,260 | 50,000 | 51,808 CHF | 17,755 CHF | 98.07% | 98.07% |
02/07/2024 | 2.73% | 0.33 CHF | 0.34 CHF | 160,000 | 50,000 | 143,568 | 50,000 | 51,812 CHF | 18,568 CHF | 100.00% | 100.00% |