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 | 3.58% | 0.30 CHF | 0.31 CHF | 170,000 | 50,000 | 185,509 | 50,000 | 50,912 CHF | 14,243 CHF | 99.77% | 99.77% |
12/07/2024 | 3.63% | 0.28 CHF | 0.29 CHF | 180,000 | 50,000 | 189,005 | 49,990 | 51,194 CHF | 14,046 CHF | 97.74% | 97.74% |
11/07/2024 | 4.74% | 0.29 CHF | 0.30 CHF | 180,000 | 50,000 | 182,051 | 47,583 | 48,739 CHF | 13,277 CHF | 97.19% | 97.19% |
10/07/2024 | 3.65% | 0.27 CHF | 0.28 CHF | 190,000 | 50,000 | 190,799 | 50,000 | 51,315 CHF | 13,960 CHF | 100.00% | 100.00% |
09/07/2024 | 3.60% | 0.24 CHF | 0.25 CHF | 210,000 | 50,000 | 187,233 | 50,000 | 51,050 CHF | 14,155 CHF | 100.00% | 100.00% |
08/07/2024 | 3.32% | 0.29 CHF | 0.30 CHF | 180,000 | 50,000 | 173,472 | 50,000 | 51,391 CHF | 15,320 CHF | 100.00% | 100.00% |
05/07/2024 | 3.24% | 0.33 CHF | 0.34 CHF | 160,000 | 50,000 | 169,545 | 49,983 | 51,632 CHF | 15,751 CHF | 91.76% | 91.76% |
04/07/2024 | 3.23% | 0.30 CHF | 0.31 CHF | 170,000 | 50,000 | 170,439 | 50,000 | 52,003 CHF | 15,757 CHF | 98.64% | 98.64% |
03/07/2024 | 3.44% | 0.29 CHF | 0.30 CHF | 180,000 | 50,000 | 179,339 | 50,000 | 51,240 CHF | 14,797 CHF | 98.07% | 98.07% |
02/07/2024 | 3.69% | 0.29 CHF | 0.30 CHF | 180,000 | 50,000 | 192,719 | 50,000 | 51,313 CHF | 13,845 CHF | 100.00% | 100.00% |