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 | 3.02% | 0.32 CHF | 0.33 CHF | 160,000 | 100,000 | 160,000 | 100,000 | 52,173 CHF | 33,609 CHF | 99.76% | 99.76% |
12/07/2024 | 3.06% | 0.33 CHF | 0.34 CHF | 160,000 | 100,000 | 161,032 | 99,965 | 51,889 CHF | 33,226 CHF | 98.93% | 98.93% |
11/07/2024 | 3.42% | 0.34 CHF | 0.35 CHF | 150,000 | 100,000 | 166,123 | 99,068 | 51,206 CHF | 31,749 CHF | 97.62% | 97.62% |
10/07/2024 | 3.30% | 0.28 CHF | 0.29 CHF | 180,000 | 100,000 | 172,630 | 100,000 | 51,477 CHF | 30,837 CHF | 99.99% | 99.99% |
09/07/2024 | 3.28% | 0.30 CHF | 0.31 CHF | 170,000 | 100,000 | 170,850 | 100,000 | 51,315 CHF | 31,040 CHF | 100.00% | 100.00% |
08/07/2024 | 3.04% | 0.31 CHF | 0.32 CHF | 170,000 | 100,000 | 160,065 | 100,000 | 51,777 CHF | 33,358 CHF | 100.00% | 100.00% |
05/07/2024 | 3.24% | 0.31 CHF | 0.32 CHF | 170,000 | 100,000 | 169,908 | 99,972 | 51,635 CHF | 31,384 CHF | 98.80% | 98.80% |
04/07/2024 | 3.46% | 0.29 CHF | 0.30 CHF | 180,000 | 100,000 | 181,431 | 100,000 | 51,508 CHF | 29,410 CHF | 98.37% | 98.37% |
03/07/2024 | 3.72% | 0.29 CHF | 0.30 CHF | 180,000 | 100,000 | 194,686 | 100,000 | 51,369 CHF | 27,444 CHF | 99.39% | 99.39% |
02/07/2024 | 3.88% | 0.26 CHF | 0.27 CHF | 200,000 | 100,000 | 200,106 | 100,000 | 50,563 CHF | 26,269 CHF | 99.96% | 99.96% |