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 | 3.05% | 0.35 CHF | 0.36 CHF | 150,000 | 50,000 | 157,449 | 50,000 | 50,937 CHF | 16,762 CHF | 99.72% | 99.72% |
12/07/2024 | 4.06% | 0.29 CHF | 0.30 CHF | 166,904 | 50,000 | 167,012 | 50,000 | 48,261 CHF | 15,048 CHF | 99.01% | 99.01% |
11/07/2024 | 3.67% | 0.29 CHF | 0.30 CHF | 166,591 | 50,000 | 166,645 | 50,000 | 44,591 CHF | 13,879 CHF | 99.09% | 99.09% |
10/07/2024 | 3.29% | 0.30 CHF | 0.31 CHF | 168,323 | 50,000 | 167,847 | 50,000 | 50,255 CHF | 15,470 CHF | 100.00% | 100.00% |
09/07/2024 | 3.72% | 0.33 CHF | 0.34 CHF | 160,000 | 50,000 | 166,800 | 50,000 | 44,153 CHF | 13,734 CHF | 100.00% | 100.00% |
08/07/2024 | 5.22% | 0.24 CHF | 0.25 CHF | 165,889 | 50,000 | 165,565 | 50,000 | 39,275 CHF | 12,488 CHF | 100.00% | 100.00% |
05/07/2024 | 2.99% | 0.30 CHF | 0.31 CHF | 167,971 | 50,000 | 156,727 | 50,000 | 51,634 CHF | 17,053 CHF | 98.86% | 98.86% |
04/07/2024 | 2.62% | 0.40 CHF | 0.41 CHF | 130,000 | 50,000 | 137,053 | 50,000 | 51,637 CHF | 19,355 CHF | 100.00% | 100.00% |
03/07/2024 | 2.51% | 0.39 CHF | 0.40 CHF | 130,000 | 50,000 | 131,996 | 50,000 | 51,910 CHF | 20,174 CHF | 99.82% | 99.82% |
02/07/2024 | 2.85% | 0.38 CHF | 0.39 CHF | 140,000 | 50,000 | 126,208 | 50,000 | 51,919 CHF | 21,188 CHF | 100.00% | 100.00% |