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 | 3.17% | 0.34 CHF | 0.35 CHF | 150,000 | 50,000 | 167,283 | 50,000 | 51,866 CHF | 16,020 CHF | 99.77% | 99.77% |
12/07/2024 | 3.21% | 0.31 CHF | 0.32 CHF | 170,000 | 50,000 | 169,282 | 49,990 | 51,968 CHF | 15,849 CHF | 97.74% | 97.74% |
11/07/2024 | 4.17% | 0.33 CHF | 0.34 CHF | 160,000 | 50,000 | 159,509 | 47,615 | 48,703 CHF | 15,070 CHF | 97.10% | 97.10% |
10/07/2024 | 3.23% | 0.31 CHF | 0.32 CHF | 170,000 | 50,000 | 170,070 | 50,000 | 51,849 CHF | 15,748 CHF | 100.00% | 100.00% |
09/07/2024 | 3.14% | 0.29 CHF | 0.30 CHF | 180,000 | 50,000 | 165,044 | 50,000 | 51,809 CHF | 16,213 CHF | 100.00% | 100.00% |
08/07/2024 | 2.92% | 0.33 CHF | 0.34 CHF | 160,000 | 50,000 | 153,018 | 50,000 | 51,606 CHF | 17,371 CHF | 100.00% | 100.00% |
05/07/2024 | 2.86% | 0.38 CHF | 0.39 CHF | 140,000 | 50,000 | 149,554 | 49,983 | 51,623 CHF | 17,786 CHF | 91.78% | 91.78% |
04/07/2024 | 2.89% | 0.33 CHF | 0.34 CHF | 160,000 | 50,000 | 152,103 | 50,000 | 51,843 CHF | 17,550 CHF | 69.20% | 69.20% |
03/07/2024 | 3.06% | 0.32 CHF | 0.33 CHF | 160,000 | 50,000 | 161,855 | 50,000 | 52,019 CHF | 16,583 CHF | 98.07% | 98.07% |
02/07/2024 | 3.26% | 0.33 CHF | 0.34 CHF | 160,000 | 50,000 | 170,658 | 50,000 | 51,589 CHF | 15,643 CHF | 100.00% | 100.00% |